Numerical experiments on DFP-method, a powerful function minimization technique

摘要

A lucid description of the variable metric (DEP) method due to Davidon (1959), Flectcher and Powell (1963) is given. A newly developed FORTRAN IV Program FUNMIN-2, which is based on the original DFP-method incorporating a few computationally significant modifications has been compared with the FORTRAN version of the ALGOL procedure FLEPOMIN (1966). Results of computation for a number of well-known numerical examples are presented which prove the superiority of FUNMIN-2. The two programs were executed on a CDC 6400 computer.