A GENERALIZED NEWTON ALGORITHM USING HIGHER-ORDER DERIVATIVES

作     者：KALABA, R TISHLER, A 

作者机构：Professor of Economics and Biomedical Engineering Department of Economics University of Southern California Los Angeles California Visiting Associate Professor of Economics Department of Economics University of Southern California Los Angeles California 

出 版 物：《JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS》 (优选法理论与应用杂志)

年 卷 期：1983年第39卷第1期

页      面：1-17页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Optimization algorithms generalized Newton method higher-order derivatives table method 

摘      要：This paper presents a general optimization algorithm using first-order torth order derivatives to find the optimum of anr-continuously differentiable function of many variables. This algorithm collapses to the Newton-Raphson algorithm when only first- and second-order derivatives are used. The computation of the required higher-order derivatives are readily available through thetable algorithm. The generalized CES production function is used as an example.