A Discrete Newton Algorithm for Minimizing a Function of Many Variables

TitleA Discrete Newton Algorithm for Minimizing a Function of Many Variables
Publication TypeJournal Articles
Year of Publication1982
AuthorsO'Leary DP
JournalMathematical Programming
Volume23
Pagination20 - 33
Date Published1982///
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.