Strategies for the Minimization of an Unconstrained Nonconvex Function.
GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
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Several strategies are discussed which modify the classical form of Newtons 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
- Theoretical Mathematics