A modified secant method for unconstrained minimization
Author(s) -
E. Polak
Publication year - 1974
Publication title -
mathematical programming
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.358
H-Index - 131
eISSN - 1436-4646
pISSN - 0025-5610
DOI - 10.1007/bf01580245
Subject(s) - mathematics , secant method , minification , dimension (graph theory) , convergence (economics) , rate of convergence , mathematical optimization , class (philosophy) , numerical analysis , newton's method , mathematical analysis , computer science , combinatorics , nonlinear system , key (lock) , physics , computer security , quantum mechanics , artificial intelligence , economics , economic growth
This paper presents a new globally convergent secant method for unconstrained optimization. The root rate of convergence of this algorithm is superlinear, between 1 and 2, decreasing with dimension of the problem. It is shown that on a class of problems, it is substantially more efficient than a number of other algorithms.
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