A study of Newton’s method for unconstrained optimization

A study of Newton’s method for unconstrained optimization

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Article ID: iaor19951511
Country: Portugal
Volume: 14
Issue: 2
Start Page Number: 233
End Page Number: 258
Publication Date: Dec 1994
Journal: Investigao Operacional
Authors:
Abstract:

This paper discusses the use of the Newton’s method in unconstrained optimization. Special emphasis is given to large and sparse problems. The paper only considers the case in which the search direction is found by a direct linear equations solver. Monotone and nonmonotone line-searches are discussed. Some numerical results are included and lead to the recommendation of nonmonotone line-search techniques to globalize Newton’s algorithm.

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