A Newton-type curvilinear search method for optimization |
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Authors: | C.A Botsaris D.H Jacobson |
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Affiliation: | Department of Applied Mathematics, University of the Witwatersrand, Johannesburg South Africa |
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Abstract: | A new search method is presented for unconstrained optimization. The method requires the evaluation of first and second derivatives and defines a curve along which a undimensional step takes place. For large step-size, the method performs as Newton's method, but it does not fail where the latter fails. For small step-size, the method behaves as the gradient method. |
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