Minimization by Interpolation: A Second Order Gradient Algorithm

Abstract

Newton's method for finding a stationary point of f:R(n) -> R has second order of convergence. However, it necessitates computation and inversion of second order derivatives matrix. We present new classes of algorithms. One of these has second order of convergence while using first order information only.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1980
Accession Number
ADA095024

Entities

People

  • Jonathan Barzilai

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Classification
  • Computations
  • Contracts
  • Convergence
  • Equations
  • Governments
  • Interpolation
  • Inversion
  • Military Research
  • Rational Functions
  • Sequences
  • Stationary
  • United States
  • United States Government
  • Universities

Readers

  • Approximation Theory.