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.
ASJC Scopus subject areas
- Theoretical Computer Science
- Numerical Analysis
- Computer Science Applications
- Computational Theory and Mathematics
- Computational Mathematics