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 ...

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 ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This work presents a new technique for temporally benchmarking a time series according to the growth rates preservation ...