The convergence rate of the sandwich algorithm for approximating convex functions (Q1195962): Difference between revisions

Interval bisection, slope bisection, maximum error rule and chord rule are considered as four natural rules leading to different versions of the sandwich algorithm for approximating a convex function of one variable over an interval by evaluating the function and its derivative at a sequence of points. Further the author demonstrates that the global approximation error with \(n\) evaluation points decreases by the order of \(O(1/n^ 2)\) which is optimal.