A new robust line search technique based on Chebyshev polynomials (Q2378711): Difference between revisions

Newton's method is an important and basic method for solving nonlinear, univariate and unconstrained optimization problems. The main purpose of this paper is to present a new robust line search technique based on Chebyshev polynomials. The useful properties of Chebyshev polynomials enable the proposed method to perform in an efficient way regarding the number of function evaluations, convergence rate and accuracy. The new technique is adaptive, where the movement at each iteration is determined via a descent direction chosen effectively so as to avoid convergence to a maximum point. The derivatives of the functions are approximated via high order pseudospectral differentiation matrices. The efficiency of the new method is analyzed in terms of the most popular and widely used criterion in comparison with the classical Newton's method using seven test functions. The experimental results show that the new method is much more efficient than the classical Newton method regarding the number of function evaluations, convergence rate and accuracy.