A numerically stable and efficient technique for the maintenance of positive definiteness in the Hessian for Newton-type methods

DOI10.1016/0771-050X(77)90005-5zbMath0362.65036OpenAlexW2071573650MaRDI QIDQ1240017

John J. Spitzer

Publication date: 1977

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0771-050x(77)90005-5

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cites Work

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• Newton-type methods for unconstrained and linearly constrained optimization
• The Estimation of Nonlinear Econometric Systems
• On the Relative Efficiencies of Gradient Methods
• A comparison of modified Newton methods for unconstrained optimisation

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