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Note on sequential estimation of second partial derivatives

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This note presents a simple formula for estimating the matrix of the second partial derivatives of a function.

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This research was performed under Contract NAS 9-7805 with the NASA Manned Spacecraft Center, Houston, Texas.

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Kelley, H.J., Denham, W.F. Note on sequential estimation of second partial derivatives. J Optim Theory Appl 4, 72 (1969). https://doi.org/10.1007/BF00928718

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  • DOI: https://doi.org/10.1007/BF00928718

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