Abstract
A local algorithm is proposed for unconstrained optimization problem. Compared with the traditional Newton method with Choleski factorization, this algorithm has the same quadratic convergence. But its computation cost per iteration in average is less when the dimensionn≥55. The saving is estimated in the theoretical framework.
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Deng, N., Wang, Z. Can Newton method be surpassed. Chin. Sci. Bull. 44, 132–134 (1999). https://doi.org/10.1007/BF02884735
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DOI: https://doi.org/10.1007/BF02884735