The Newton Bracketing Method for Convex Minimization |
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| Authors: | Yuri Levin Adi Ben-Israel |
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| Affiliation: | (1) Rutcor–Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Rd, Piscataway, NJ 08854-8003, USA |
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| Abstract: | An iterative method for the minimization of convex functions f : n  , called a Newton Bracketing (NB) method, is presented. The NB method proceeds by using Newton iterations to improve upper and lower bounds on the minimum value. The NB method is valid for n = 1, and in some cases for n > 1 (sufficient conditions given here). The NB method is applied to large scale Fermat–Weber location problems. |
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| Keywords: | directional Newton method convex functions unconstrained minimization Fermat– Weber location problem |
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