An efficient improvement of the Newton method for solving nonconvex optimization problems

نویسندگان

  • Mohammad Heydari Department of Mathematics, Yazd University, P. O. Box 89195-74, Yazd, Iran
چکیده مقاله:

‎Newton method is one of the most famous numerical methods among the line search‎ ‎methods to minimize functions. ‎It is well known that the search direction and step length play important roles ‎in this class of methods to solve optimization problems. ‎In this investigation‎, ‎a new modification of the Newton method to solve ‎unconstrained optimization problems is presented‎. ‎The significant merit of the proposed method is that ‎the step length $alpha_k$ at each iteration is equal to 1‎. ‎ Additionally, the convergence analysis for this iterative algorithm‎ ‎is established under suitable conditions‎. ‎Some illustrative examples are provided to show the validity and applicability of‎ ‎the presented method and a comparison is made with several other existing methods‎.

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عنوان ژورنال

دوره 7  شماره 1

صفحات  69- 85

تاریخ انتشار 2019-01-01

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