In this paper, a new regularized factorization method is presented for solving unconstrained minimization problems in which the Hessian matrix may not be a positive definite or may be close to singular. With employing the modified quadrant interlocking factorization (QIF), an efficient algorithm is developed to find a suitable method. Moreover, under suitable conditions, the global convergence of the proposed method is established. Some interesting examples are solved by the proposed method and the improved Cholesky factorization method. The results show that the proposed method, in the most cases, the algorithm has a faster convergence than the improved Cholesky factorization method.
KEYWORDSimproved Cholesky factorization, modified newton method, QIF, unconstrained optimization Int J Numer Model. 2019;32:e2580.wileyonlinelibrary.com/journal/jnm