The Newton Bracketing Method for Convex Minimization

  • Authors:
  • Yuri Levin;Adi Ben-Israel

  • Affiliations:
  • Rutcor–Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Rd, Piscataway, NJ 08854-8003, USA. ylevin@rutcor.rutgers.edu;Rutcor–Rutgers Center for Operations Research, Rutgers University, 640 Bartholomew Rd, Piscataway, NJ 08854-8003, USA. bisrael@rutcor.rutgers.edu

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2002

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Abstract

An iterative method for the minimization of convex functions {f}\,{:}\,{\bb R}^n \to {\bb R}, called a Newton Bracketing (NB) method, is presented. The NB method proceeds by using Newton iterations to improve upper and lower bounds on the minimum value. The NB method is valid for n = 1, and in some cases for n 1 (sufficient conditions given here). The NB method is applied to large scale Fermat–Weber location problems.