Title :
A Modified Newton Method for Unconstrained Convex Optimization
Author_Institution :
Sch. of Comput. Sci., Guangdong Polytech. Normal Univ., Guangzhou
Abstract :
In this paper , we provide a new method through modifying the iterative matrix of Newton method . For this modification, we prove general local convergence results .The new method improves the condition number of the Hessian. The numeric results shows that the new method avoid the singular phenomenon.
Keywords :
Hessian matrices; Newton method; convergence of numerical methods; convex programming; Hessian; iterative matrix; modified Newton method; unconstrained convex optimization; Newton method; convex; local convergence; quadratic rate; unconstrained optimization.;
Conference_Titel :
Information Science and Engineering, 2008. ISISE '08. International Symposium on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-2727-4
DOI :
10.1109/ISISE.2008.74
