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Notes on Newton’s Method After 1960

In: Advances in Mathematics and Applications

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  • José Mario Martínez

    (University of Campinas, Institute of Mathematics, Statistics and Scientific Computing)

Abstract

Some Newtonian ideas will be reported with respect to research areas that emerged in numerical Mathematics after, approximately, 1960. For the problems of solving nonlinear equations and unconstrained optimization, Quasi-Newton methods, which stayed in the mainstream of numerical optimization for more than 30 years, will be motivated and discussed. The topic of complexity in unconstrained optimization will be introduced and some fundamental results will be rigorously proved. Newtonian algorithmic schemes in Linear Programming, which emerged after 1984 and presently represent competitive alternatives for large-scale problems, will be commented. Finally, surprising negative results concerning the capacity of Newton’s method to detect approximate solutions of constrained optimization problems will be reported.

Suggested Citation

  • José Mario Martínez, 2018. "Notes on Newton’s Method After 1960," Springer Books, in: Carlile Lavor & Francisco A. M. Gomes (ed.), Advances in Mathematics and Applications, pages 203-218, Springer.
  • Handle: RePEc:spr:sprchp:978-3-319-94015-1_9
    DOI: 10.1007/978-3-319-94015-1_9
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