Eigenvalue Decomposition-Based Modified Newton Algorithm
When the Hessian matrix is not positive, the Newton direction may not be the descending direction. A new method named eigenvalue decomposition-based modified Newton algorithm is presented, which first takes the eigenvalue decomposition of the Hessian matrix, then replaces the negative eigenvalues wi...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2013-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2013/523895 |