scientific article; zbMATH DE number 1127083

Authors Jiro Morimoto, Yoshikazu Yamamoto, Ikunori Kobayashi, Nanayo Furumoto, Toshiaki Tabuchi

Publication date 8 December 1998

Newton methods twice differentiable nonlinear function

Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30)

The paper is concerned with a method for finding the global minimum of nonlinear functions \(f:\mathbb{R}^{1}\rightarrow{\mathbb{R}^{1}}\) and \(f:\mathbb{R}^{2}\rightarrow{\mathbb{R}^{1}}\). The authors first propose a static iterative algorithm based on two concurrent iterations of Newton methods to a minimization problem for a twice differentiable nonlinear function of a single real variable subject to a bounded closed interval of \(\mathbb{R}\). By using its method, they introduce an iterative algorithm to finding the global minimum and a minimizer of a twice differentiable nonlinear function of two real variables subject to a box constraint, which is a product of bounded closed intervals of \(\mathbb{R}\): \[ \min{f(x)} \quad \text{ subject to } x\in{[a,b]\times{[a,b]}}. \tag{P} \] Computational results for Goldstein and Price function and six hump camel back function as test functions are reported. These results demonstrate the effectiveness of the authors' method.

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