A quadratically convergent gradient method for locating an unconstrained local minimum of a function of several variables is described. Particular advantages are its simplicity and its mode…
A quadratically convergent gradient method for locating an unconstrained local minimum of a function of several variables is described. Particular advantages are its simplicity and its modest demands on storage, space for only three vectors being required. An ALGOL procedure is presented, and the paper includes a discussion of results obtained by its used on various test functions.