Accession Number:

ADA114115

Title:

Unconstrained Minimization by Interpolation: Rates of Convergence.

Descriptive Note:

Research rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

• Barzilai,J.

Report Date:

1981-08-01

Pagination or Media Count:

16.0

Abstract:

We analyze the rate of convergence of a class of algorithms based on n-dimensional interpolation. In particular, we present a class of algorithms which use first order information only, while maintaining quadratic convergence. Author

Descriptors:

• *Interpolation
• Rates
• Convergence
• Quadratic programming
• Algorithms

Subject Categories:

• Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE