A Modified Newton Method for Minimization I
نویسنده
چکیده
Some promising ideas for minimizing a nonlinear function, whose first and second derivatives are given, by a modified Newton method, were introduced by Fiacco and McCormick (Ref. 1). Unfortunately, in developing a method around these ideas, Fiacco and McCormick used a potentially unstable, or even impossible, matrix factorization. Using some recently developed techniques for factorizing an indefinite symmetric matrix, we are able to produce a method which is similar to Fiacco and ~cCormick's original method, but avoids the difficulties of the original method.
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