ON THE RESTRICTED STEP METHOD COUPLED WITH THE AUGMENTED HESSIAN FOR THE SEARCH OF STATIONARY POINTS OF ANY CONTINUOUS FUNCTION

摘要

In any optimization using the augmented Hessian technique, the step is not restricted to any length. Since the restriction of the step at each iteration is very important in order to achieve good convergence, we present a coupled method such that the augmented Hessian automatically gives both the adequate length of the step and the correct Hessian structure. The method is showed for the minima and saddle points of any order. (C) 1997 John Wiley & Sons, Inc. [References: 40]