<p>This paper is motivated by a result obtained by Schulz in 1933 for computing an approximation to the inverse of a non-singular matrix. The algorithm by Schulz is quadratic convergent and we try to use it in producing a new inexact Newton method for the unconstrained optimization. We prove that this inexact Newton method is quadratic convergent and is faster than the Newton method with Cholesky factorization for solving large-scale unconstrained optimization problems.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A new inexact Newton method with the approximate to the inverse of the Hessian for the unconstrained optimization

  • Neculai Andrei

摘要

This paper is motivated by a result obtained by Schulz in 1933 for computing an approximation to the inverse of a non-singular matrix. The algorithm by Schulz is quadratic convergent and we try to use it in producing a new inexact Newton method for the unconstrained optimization. We prove that this inexact Newton method is quadratic convergent and is faster than the Newton method with Cholesky factorization for solving large-scale unconstrained optimization problems.