Minimization by Interpolation: A Second Order Gradient Algorithm

reportActive / Technical Report | Accession Number: ADA095024 | Open PDF

Abstract:

Newtons method for finding a stationary point of fRn - 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.

Author(s):
Barzilai, Jonathan
Author Organization(s):
TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES
Descriptive Note:
Research rept.
Supplementary Note:
DOI: 10.21236/ADA095024
Pagination:
0009

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release; Distribution Is Unlimited.

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
CCS-387
Contract/Grant Number(s):
N00014-75-C-0569
Monitor Series:
ONR
 Subject Terms
Joint Capability Areas:
JCA_1.2.5_Lessons Learned; JCA_1.2_Force Preparation; JCA_1_Force Support
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*ALGORITHMS, *INTERPOLATION, *CONVERGENCE, COMPUTATIONS, MATRICES(MATHEMATICS), INVERSION, FUNCTIONS(MATHEMATICS), DERIVATIVES(MATHEMATICS)
Field(s)/Group(s):
Numerical Mathematics
Keyword(s):
UNCONSTRAINED MINIMIZATION, CONVERGENCE RATES
Report Date:
1980 Nov 01