Newton method, invented by physicist Isaac Newton about 300 years ago, is an algorithm that still plays an important role in a wide range of fields, including logistics, financial engineering, ...
In this paper the generalized Newton's method for LC¹ unconstrained optimization is investigated. This method is an extension of Newton's method for the smooth optimization. Some basic concepts are ...
Mathematics of Computation, Vol. 26, No. 117 (Jan., 1972), pp. 145-166 (22 pages) The Davidon formula and others of the "quasi-Newton" class, which are used in the unconstrained minimization of a ...