A comparison of modified Newton methods for unconstrained optimisation
Open Access
- 1 January 1971
- journal article
- research article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 14 (3) , 293-294
- https://doi.org/10.1093/comjnl/14.3.293
Abstract
A new technique for forcing convergence of the Newton process is described. The technique, which is based upon modification of the pivots during solution of the linearised equations, is compared with a more complicated eigenanalysis approach. The techniques considered are, in general, suitable only for the optimisation of functions for which explicit expressions are available for both first and second partial derivates.Keywords
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