Accession Number:

ADA106680

Title:

Nonpolynomial and Inverse Interpolation for Line Search: Synthesis and Convergence Rates.

Descriptive Note:

Research rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

Report Date:

1981-07-01

Pagination or Media Count:

37.0

Abstract:

The rate of convergence of line search algorithms based on general interpolating functions is derived, and is shown to be independent of the particular interpolating function used. This result holds for the root finding problem fx 0 as well. We show how inverse interpolation can be used in conjunction with the line search problem, and derive its rate of convergence. Our analysis suggests that one-point line search algorithms in particular Newtons method are inefficient in a sense. Two-point algorithms using rational interpolating functions are recommended. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE