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 ...

This work presents a new technique for temporally benchmarking a time series according to the growth rates preservation principle (GRP) by Causey and Trager (1981). A procedure is developed which (i) ...

Trond Steihaug, The Conjugate Gradient Method and Trust Regions in Large Scale Optimization, SIAM Journal on Numerical Analysis, Vol. 20, No. 3 (Jun., 1983), pp. 626-637 ...