On Modified Newton Methods for Unconstrained Optimization Based on Lanczos Tridiagonalization
For a strongly convex unconstrained minimization problem, Newton’s method with a line search offers rapid convergence to a minimizer by incorporating second-order infor- mation. However, for a general unconstrained problem the Hessian need not be positive definite, which can lead to the inability to find a search direction or to search directions that fail to … Read more