A rapidly convergent five-point algorithm for univariate minimization

DOI10.1007/BF01585172MaRDI QIDQ1321651zbMATH OpenOpenAlexFDO

Authors Robert Mifflin, Jean-Jacques Strodiot

Publication date 23 May 1994

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01585172

zbMATH Keywords

nonsmooth optimizationunivariate function

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Review text

The authors present an algorithm for minimizing a univariate function which is not necessarily differentiable. The algorithm uses function, but not derivative, values at five-points to generate each iterate. It employs quadratic and polyhedral approximations.

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Cites work

• A bracketing technique to ensure desirable convergence in univariate minimization
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• scientific article; zbMATH DE number 3874967 (Why is no real title available?)
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• Quadratic Interpolation is Risky
• Stationarity and superlinear convergence of an algorithm for univariate locally lipschitz constrained minimization
• The Hydrodynamic Resistance of a Fluid Sphere Submerged in Stokes Flows

Cited in

(7)

• A bracketing technique to ensure desirable convergence in univariate minimization
• Separating plane algorithms for convex optimization
• The quasiconvex hull for the five-gradient problem
• On superlinear convergence in univariate nonsmooth minimization
• scientific article; zbMATH DE number 1742537 (Why is no real title available?)
• A novel method for robust minimisation of univariate functions with quadratic convergence
• A derivative-free bracketing scheme for univariate minimization

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