Analysis of a new algorithm for one-dimensional minimization

Petter Bjørstad; Jorge Nocedal

doi:10.1007/BF02246561

Analysis of a new algorithm for one-dimensional minimization

Petter Bjørstad^*, Jorge Nocedal

^*Corresponding author for this work

Industrial Engineering and Management Sciences

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	93-100
Number of pages	8
Journal	Computing
Volume	22
Issue number	1
DOIs	https://doi.org/10.1007/BF02246561
State	Published - Mar 1 1979

ASJC Scopus subject areas

Software
Theoretical Computer Science
Numerical Analysis
Computer Science Applications
Computational Theory and Mathematics
Computational Mathematics

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title = "Analysis of a new algorithm for one-dimensional minimization",

abstract = "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.",

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AB - 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.

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Analysis of a new algorithm for one-dimensional minimization

Abstract

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