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Brown's Method and Some Generalizations, With Applications to Minimization Problems

File(s)
75-225.pdf (6.49 MB)
75-225.ps (2.73 MB)
Permanent Link(s)
https://hdl.handle.net/1813/6950
Collections
Computer Science Technical Reports
Author
Gay, David M.
Abstract

Newton's method attempts to find a zero of $f \in C^{1}(IR^{n})$ by taking a step which is intended to make all components of $f$ vanish at once. In this respect Newton's method processes the components of $f$ in parallel. Contrasting to this, Brown's method and the generalizations thereof considered in this thesis process the components of $f$ serially, one after another. One major iteration of these methods may be described as follows: given the starting point (i.e. current major iterate) $y_{0}$, linearize the first component $f_{1}$ of $f$ at $y_{0}$ and find a point $y_{1}$ in the $n-1$ dimensional hyperplane $H_{1}$ on which this linearization vanishes; in general, having found a point $y_{k} (1 \leq k less than n)$ in the $n-k$ dimensional hyperplane $H_{k}$ on which the heretofore constructed linearizations vanish, restrict $f_{k+1}$ to $H_{k}$, linearize this restriction at $y_{k}$, and find a point $y_{k+1}$ in the $n-(k+1)$ dimensional hyperplane $H_{k+1}$ on which this linearization vanishes; stop when $Y_{n}$ has been found and let $y_{n}$ be the next major iterate. When $f$ is a general nonlinear function and finite differences are used to construct the linearizations, this approach must do work equivalent to approximating only about half the components of $f'$ and thus requires only about half as many function evaluations per major iteration as the corresponding finite difference Newton's method, while still enjoying the same rate of local convergence.

Date Issued
1975-01
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR75-225
Type
technical report

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