A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method (Q1825603): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:48, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method |
scientific article |
Statements
A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method (English)
0 references
1989
0 references
The author develops a derivative-based univariate minimization algorithm which combines a bracketing strategy, the bisection method and Hermite cubic interpolation. It is proved that the proposed algorithm achieves quadratic convergence using one function and one derivative evaluation each iteration. Also the author proposes an efficient conjugate gradient search scheme which incorporate the derivative-based univariate algorithm. Some experimental results are presented.
0 references
numerical examples
0 references
derivative-based univariate minimization algorithm
0 references
bracketing strategy
0 references
bisection method
0 references
Hermite cubic interpolation
0 references
quadratic convergence
0 references
conjugate gradient search scheme
0 references