A Rapidly Convergent Descent Method for Minimization
Roger Fletcher, M. J. D. Powell · The Computer Journal · 1963
A powerful iterative descent method for finding a local minimum of a function of several variables is described. A number of theorems are proved to show that it always converges and that it converges rapidly. Numerical tests on a variety of functions confirm these theorems. The method has been used to solve a system of one hundred non-linear simultaneous equations.