R. O'Neill, Algorithm AS 47: Function Minimization Using a Simplex Procedure, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 20, No. 3 (1971), pp. 338-345 ...

This paper discusses the use of the linear conjugate-gradient method (developed via the Lanczos method) in the solution of large-scale unconstrained minimization problems. At each iteration of a ...

No algorithm for optimizing general nonlinear functions exists that always finds the global optimum for a general nonlinear minimization problem in a reasonable amount of time. Since no single ...