A compact variable metric algorithm for nonlinear minimax approximation (Q1062915): Difference between revisions

The paper contains a description of an efficient algorithm for nonlinear minimax approximation. This algorithm uses an approximation of the inverse Hessian matrix of the Lagrangian function which is updated by means of the variable metric method. The main advantage of the new algorithm consists in a simple determination of the direction vector. No quadratic programming subproblem has to be solved. The efficiency of the algorithm is demonstrated on test problems.