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JOURNALS // Computer Research and Modeling // Archive

Computer Research and Modeling, 2015 Volume 7, Issue 4, Pages 835–863 (Mi crm263)

This article is cited in 8 papers

NUMERICAL METHODS AND THE BASIS FOR THEIR APPLICATION

The correction to Newton's methods of optimization

A. B. Sviridenko

FSEI of HPE «Kuban State University» branch in Novorossiysk, Geroev-Desantnikov street 87, Russia

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.

UDC: 519.85

Received: 07.10.2014
Revised: 23.03.2015

DOI: 10.20537/2076-7633-2015-7-4-835-863



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