Optimization and Operations Research

The variable metric algorithm is widely recognised as one of the most efficient ways of solving the following problem:- Locate x* a local minimum point n ( 1) of f(x) x E R Considerable attention has been given to the study of the convergence prop- ties of this algorithm especially for the case where analytic expressions are avai- ble for the derivatives g. = af/ax. i 1 ••• n • (2) ~ ~ In particul...