Current Projects in
Numerical Computation





MULTI-STEP QUASI-NEWTON METHODS

Standard quasi-Newton methods used in solving optimization problems and nonlinear systems of equations only use data from the step just completed in updating the approximation to the Hessian / Jacobian matrix. In this sense, they may be termed "single-step" methods. This project involves the development, implementation and testing of whole classes of new methods which utilize data from several recent steps in carrying out the updating (and, thus, may be considered to be "multi-step" methods). Considerable improvements in computational efficiency have been obtained in the case of optimization (some of the technical reports written about these developments are available on the Papers page). Copies of other publications (both external and internal) are available from the author (e-mail address below).

John Ford, e-mail fordj@essex.ac.uk

Telephone: +44 (0)1206 872787; Fax: +44 (0)1206 872788




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