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The Computer Journal 1971 14(3):293-294; doi:10.1093/comjnl/14.3.293
© 1971 by British Computer Society
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A comparison of modified Newton methods for unconstrained optimisation

A. Matthews * and D. Davies *

Imperial Chemical Industries Limited, Central Management Services, Fulshaw Hall, Wilmslow, UK

A new technique for forcing convergence of the Newton process is described. The technique, which is based upon modification of the pivots during solution of the linearised equations, is compared with a more complicated eigenanalysis approach. The techniques considered are, in general, suitable only for the optimisation of functions for which explicit expressions are available for both first and second partial derivates.

Received December 1969.

* Imperial Chemical Industries Limited, Central Management Services, Fulshaw Hall, Wilmslow, Cheshire


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