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The Computer Journal 1964 7(2):149-154; doi:10.1093/comjnl/7.2.149
© 1964 by British Computer Society
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Function minimization by conjugate gradients

R. Fletcher and C. M. Reeves *

Electronic Computing Laboratory, The University, Leeds, UK

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.


* Electronic Computing Laboratory, The University, Leeds, 2.


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