On orthogonal trajectories and optimization |
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| Authors: | C. Storey |
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| Affiliation: | (1) Department of Mathematics, University of Technology, Loughborough, Leicestershire, England |
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| Abstract: | This note discusses a generalization of the trapezoidal method for numerical integration of the differential equations of the orthogonal trajectories of a function as a means of finding maximum or minimum values of the function. Connections between the choice of a parameter in the integration scheme and various modifications of Newton's method are indicated. |
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| Keywords: | Optimization Newton-like methods numerical integration orthogonal trajectories |
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