For the Newton direction a quadratic approximation of the target function
(4.5)
is used. For existing second derivatives of
the
minimum of the target function is found by
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(4.9) |
These algorithms need the derivatives
of the model function .
If the function
is given by an analytical formula, the first and
second derivatives can be calculated directly. But for a model function
formed by results of several simulations, it is impossible to find
analytical expressions for the derivatives.
For this reason approximation methods have to be used.