Analysis of a new algorithm for one-dimensional minimization

Petter Bjørstad*, Jorge Nocedal

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)93-100
Number of pages8
JournalComputing
Volume22
Issue number1
DOIs
StatePublished - 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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