Use of a Stable Generalized Inverse Algorithm to Evaluate Newton Method Strategies,

Abstract

Modifications of Newton's method for minimizing an unconstrained function are presented. A numerically stable matrix factorization is given for obtaining the generalized inverse of an approximation to the positive part of the Hessian matrix and directions of nonpositive curvature. Three different modified Newton strategies are interfaced with the computer program SUMT which transforms a constrained minimization problem into a sequence of unconstrained problems. Numerical evaluation of these three strategies is given for a variety of test problems. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 25, 1978
Accession Number
ADA062098

Entities

People

  • Garth Philip McCormick
  • Gholamreza Emami

Organizations

  • George Washington University

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies
  • Ground and Sea Platforms

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Eigenvalues
  • Engineering
  • Gasoline
  • Inventory
  • Iterations
  • Mathematical Programming
  • Nonlinear Programming
  • Numerical Analysis
  • Optimization
  • Statistics
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Aerospace Test and Evaluation
  • Mathematical Modeling and Probability Theory.
  • Operations Research