The convergence rate of the sandwich algorithm for approximating convex functions (Q1195962): Difference between revisions
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Revision as of 02:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convergence rate of the sandwich algorithm for approximating convex functions |
scientific article |
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The convergence rate of the sandwich algorithm for approximating convex functions (English)
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11 January 1993
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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.
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convergence rate
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interval bisection
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slope bisection
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maximum error rule
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chord rule
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sandwich algorithm
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convex function
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