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Computer Research and Modeling, 2015, Volume 7, Issue 4, Pages 835–863
DOI: https://doi.org/10.20537/2076-7633-2015-7-4-835-863 (Mi crm263) 		 
This article is cited in 8 scientific papers (total in 8 papers)

NUMERICAL METHODS AND THE BASIS FOR THEIR APPLICATION

The correction to Newton's methods of optimization

A. B. Sviridenko

FSEI of HPE «Kuban State University» branch in Novorossiysk, Geroev-Desantnikov street 87, Russia
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DOI: https://doi.org/10.20537/2076-7633-2015-7-4-835-863
Abstract: An approach to the decrease of norm of the correction in Newton's methods of optimization, based on the Cholesky's factorization is presented, which is based on the integration with the technique of the choice of leading element of algorithm of linear programming as a method of solving the system of equations. We investigate the issues of increasing of the numerical stability of the Cholesky's decomposition and the Gauss' method of exception.
Keywords: correction, algorithm, Newton's methods of optimization, Cholesky's decomposition, Gauss' method of exception, linear programming, numerical stability, integration.
Received: 07.10.2014
Revised: 23.03.2015
Document Type: Article
UDC: 519.85
Language: Russian
Citation: A. B. Sviridenko, “The correction to Newton's methods of optimization”, Computer Research and Modeling, 7:4 (2015), 835–863
Citation in format AMSBIB
\Bibitem{Svi15}
\by A.~B.~Sviridenko
\paper The correction to Newton's methods of optimization
\jour Computer Research and Modeling
\yr 2015
\vol 7
\issue 4
\pages 835--863
\mathnet{http://mi.mathnet.ru/crm263}
\crossref{https://doi.org/10.20537/2076-7633-2015-7-4-835-863}
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    • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Computer Research and Modeling
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