A computer program to minimize a function with many variables using computer evaluated exact higher-order derivatives

DOI10.1016/0096-3003(83)90035-8zbMath0533.65036OpenAlexW2092171509MaRDI QIDQ789874

Asher Tishler, Robert E. Kalaba

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0096-3003(83)90035-8

zbMATH Keywords

Newton methodFortran programnonlinear least squares problemshigher order methodssuper-Hessian matrixtable-method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical differentiation (65D25) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Related Items (4)

On the use of higher order derivatives in optimization using Lagrange's expansion ⋮ Generalized Newton algorithm to minimize a function with many variables using computer-evaluated exact higher-order derivatives ⋮ On the use of the table method in constrained optimization ⋮ Rate of convergence of the generalized Newton algorithm using the fixed- point approach

Cites Work

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• The Pricing of Options and Corporate Liabilities
• Nonlinear least squares via automatic derivative evaluation
• Generalized Newton algorithm to minimize a function with many variables using computer-evaluated exact higher-order derivatives
• On the efficient computation of the nonlinear full-information maximum- likelihood estimator
• A generalized Newton algorithm using higher-order derivatives

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