A computer program to minimize a function with many variables using computer evaluated exact higher-order derivatives

DOI10.1016/0096-3003(83)90035-8zbMATH Open0533.65036OpenAlexW2092171509MaRDI QIDQ789874FDOQ789874

Authors: Asher Tishler, R. E. Kalaba 

Publication date: 1983

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(83)90035-8

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zbMATH Keywords

Newton methodhigher order methodsnonlinear least squares problemsFortran programsuper-Hessian matrixtable-method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical differentiation (65D25) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the efficient computation of the nonlinear full-information maximum- likelihood estimator
• Nonlinear least squares via automatic derivative evaluation
• A generalized Newton algorithm using higher-order derivatives
• Generalized Newton algorithm to minimize a function with many variables using computer-evaluated exact higher-order derivatives

Cited In (5)

• On the use of higher order derivatives in optimization using Lagrange's expansion
• Nonlinear least squares via automatic derivative evaluation
• On the use of the table method in constrained optimization
• Rate of convergence of the generalized Newton algorithm using the fixed- point approach
• Generalized Newton algorithm to minimize a function with many variables using computer-evaluated exact higher-order derivatives

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