Abstract:This article is a theoretical study of the method of Davidon, modified by Flechter and Powell, used for minimization without constraints of an arbitrary function in an n-dimensional euclidean space. After a general overview of convergence of the methods of minimization and presentation of a few lemmas, we investigate the algorithms in the case of a quadratic function. We list properties already announced or proved in various papers but we give a proof of a more general convergence. In the non-quadratic case, b… Show more
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