Newton's method and its use in optimization

DOI10.1016/J.EJOR.2005.06.076zbMATH Open1123.90070OpenAlexW1984845482MaRDI QIDQ877590FDOQ877590

Boris T. Polyak

Publication date: 3 May 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.06.076

zbMATH Keywords

convergencenonlinear programminginterior-point methodsNewton's methodglobal behavior

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)

Cites Work

• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Introductory lectures on convex optimization. A basic course.
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A method for the solution of certain non-linear problems in least squares
• Nonsmooth equations in optimization. Regularity, calculus, methods and applications
• A nonsmooth version of Newton's method
• Semismooth and Semiconvex Functions in Constrained Optimization
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• SMALL DENOMINATORS AND PROBLEMS OF STABILITY OF MOTION IN CLASSICAL AND CELESTIAL MECHANICS
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• On the iteration of a rational function: Computer experiments with Newton's method
• Einige abstrakte Begriffe in der numerischen Mathematik (Anwendungen der Halbordnung).(Some abstract notions in the numerical mathematic. (Applications et semiorder))
• Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
• Enlarging the region of convergence of Newton's method for constrained optimization
• Minimization of unsmooth functionals
• A convergent process of price adjustment and global Newton methods
• Some mapping theorems
• On the local surjection property
• Historical Development of the Newton–Raphson Method
• Newton's method for a class of nonsmooth functions
• Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
• The convexity principle and its applications
• Cayley's problem and Julia sets
• Convexity of nonlinear image of a small ball with applications to optimization
• Maximization by Quadratic Hill-Climbing
• Gradient methods for solving equations and inequalities
• Acceleration of Convergence of A Continuous Analog of the Newton Method
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Cited In (33)

• Multiview attenuation estimation and correction
• On Newton's method for solving generalized equations
• Super-Universal Regularized Newton Method
• Categorizing with catastrophic radii in numerical minimization
• Zonotopes and the LP-Newton method
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• Blind deconvolution by a Newton method on the non-unitary hypersphere
• Split Newton iterative algorithm and its application
• Two-step relaxation Newton algorithm for solving nonlinear algebraic equations
• Extended Newton-type method for nonlinear functions with values in a cone
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• What, if anything, is new in optimization?
• Accelerating the convergence in the single-source and multi-source Weber problems
• A generalized univariate Newton method motivated by proximal regularization
• Some modifications of King's family with optimal eighth order of convergence
• A generalized multivariable Newton method
• Kantorovich's Theorem on Newton's Method for Solving Strongly Regular Generalized Equation
• On the inversion-free Newton's method and its applications
• A multi-layer line search method to improve the initialization of optimization algorithms
• Developing a new conjugate gradient algorithm with the benefit of some desirable properties of the Newton algorithm for unconstrained optimization
• On the complexity of extending the convergence domain of Newton's method under the weak majorant condition
• Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
• Newton's method for interval-valued multiobjective optimization problem
• Newton waveform relaxation method for solving algebraic nonlinear equations
• Geometrically constructed families of Newton's method for unconstrained optimization and nonlinear equations
• On the bang-bang control approach via a component-wise line search strategy for unconstrained optimization
• Efficient optimal eighth-order derivative-free methods for nonlinear equations
• A generalized Newton method for a class of discrete-time linear complementarity systems
• Integrating differential evolution into gazelle optimization for advanced global optimization and engineering applications
• Nonmonotone adaptive trust region method
• Optimal data splitting in distributed optimization for machine learning
• A generalization of Müller's iteration method based on standard information
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Uses Software

• SNOPT
• NewtonLib

   Recommendations

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