A modified Newton method for minimization

Some promising ideas for minimizing a nonlinear function, whose first and second derivatives are given, by a modified Newton method, were introduced by Fiacco and McCormick (Ref. 1). Unfortunately, in developing a method around these ideas, Fiacco and McCormick used a potentially unstable, or even impossible, matrix factorization. Using some recently developed techniques for factorizing an indefinite symmetric matrix, we are able to produce a method which is similar to Fiacco and McCormick's original method, but avoids the difficulties of the original method.Both authors gratefully acknowledge the award of a research fellowship from the British Science Research Council.