Abstract:
An approach to the decrease of norm of the correction in Newton's methods of optimization, based on the Cholesky's factorization is presented, which is based on the integration with the technique of the choice of leading element of algorithm of linear programming as a method of solving the system of equations. We investigate the issues of increasing of the numerical stability of the Cholesky's decomposition and the Gauss' method of exception.
Keywords:correction, algorithm, Newton's methods of optimization, Cholesky's decomposition, Gauss' method of exception, linear programming, numerical stability, integration.