A Discrete Newton Algorithm for Minimizing a Function of Many Variables
Title | A Discrete Newton Algorithm for Minimizing a Function of Many Variables |
Publication Type | Journal Articles |
Year of Publication | 1982 |
Authors | O'Leary DP |
Journal | Mathematical Programming |
Volume | 23 |
Pagination | 20 - 33 |
Date Published | 1982/// |
Abstract | A Newton-like method is presented for minimizing a function of n variables. It uses only function and gradient values and is a variant of the discrete Newton algorithm. This variant requires fewer operations than the standard method when n > 39, and storage is proportional to n rather than n. |