A modified Newton method for minimization

摘要: Some promising ideas for minimizing a nonlinear function, whose first and second derivatives are given, by modified Newton method, were introduced Fiacco McCormick (Ref. 1). Unfortunately, in developing method around these ideas, used potentially unstable, or even impossible, matrix factorization. Using some recently developed techniques factorizing an indefinite symmetric matrix, we able to produce which is similar McCormick's original but avoids the difficulties of method.