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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 ...
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, ...
SIAM Journal on Numerical Analysis, Vol. 20, No. 3 (Jun., 1983), pp. 626-637 (12 pages) Algorithms based on trust regions have been shown to be robust methods for unconstrained optimization problems.
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