A Modified Damped Newton Method
Pang Jun-ya · Journal of Luoyang Institute of Science and Technology · 2015
Based on the methods of Marquardt-Levenber and Goldstein-Price,the damped Newton method x(k+1)= x(k)-λk[▽2f(x(k)) ]-1▽f(x(k)) is improved properly to propose a new algorithm which can avoid the singularity and non-positive definiteness of two order derivative matrixes in the original algorithm. Thus the iteration can continue under the singular and non-positive definite conditions of two order derivative matrixes. The convergence analysis and steps of the new algorithm are also given. Finally,the numerical tests are conducted.