In this paper the generalized Newton's method for LC¹ unconstrained optimization is investigated. This method is an extension of Newton's method for the smooth optimization. Some basic concepts are ...

The BFGS method for unconstrained optimization, using a variety of line searches, including backtracking, is shown to be globally and superlinearly convergent on uniformly convex problems. The ...

This work presents a new technique for temporally benchmarking a time series according to the growth rates preservation principle (GRP) by Causey and Trager (1981). A procedure is developed which (i) ...

Newton method, invented by physicist Isaac Newton about 300 years ago, is an algorithm that still plays an important role in a wide range of fields, including logistics, financial engineering ...