A Computer Program for Minimizing a Function of Several Variables
- Author(s):
- Gruvaeus, Gunnar T.; Joreskog, Karl G.
- Publication Year:
- 1970
- Report Number:
- RB-70-14
- Source:
- ETS Research Bulletin
- Document Type:
- Report
- Page Count:
- 48
- Subject/Key Words:
- National Science Foundation (NSF), Computer Software, Mathematical Applications
Abstract
The Fletcher-Powell algorithm for minimizing a function of several variables is described. A package of FORTRAN IV subroutines that follows this algorithm with some modifications is given and its use is discussed and illustrated. It is shown that the algorithm can be used also when the variables satisfy certain equality constraints.
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- http://dx.doi.org/10.1002/j.2333-8504.1970.tb00410.x