ANALYSIS OF A NEW ALGORITHM FOR ONE-DIMENSIONAL MINIMIZATION

被引：7

作者：

BJORSTAD, P

NOCEDAL, J

机构：

[1] Computer Science Department Numerical Analysis, Stanford University, Stanford, 94305, CA, Serra House, Serra Street

来源：

COMPUTING | 1979年 / 22卷 / 01期

关键词：

D O I：

10.1007/BF02246561

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Davidon has recently introduced a new approach to optimization using the idea of nonlinear scaling. In this paper we study the algorithm that results when applying his ideas to the one-dimensional case. We show that the algorithm is locally convergent with Q-order equal 2 and compare it with the method of cubic interpolation. © 1979 Springer-Verlag.

引用

页码：93 / 100

页数：8