Strategies for the Minimization of an Unconstrained Nonconvex Function.
Abstract
Several strategies are discussed which modify the classical form of Newton's method for minimizing an unconstrained function of several variables when at some point the Hessian matrix is not positive definite. A simple example is solved to explain the different methods. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1976
- Accession Number
- ADA037820
Entities
People
- Garth Philip McCormick
Organizations
- George Washington University