Accurate numerical partials with applications to optimization

DOI10.1016/J.AMC.2006.05.083MaRDI QIDQ864811zbMATH OpenOpenAlexFDO

Authors Roy Danchick

Publication date 13 February 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.083

zbMATH Keywords

algorithmextrapolation-to-the limitfinite differencefunction minimizationgradientHessiannumerical differentiationnumerical examplespartial derivativesRosenbrock Bananastatistical parameter

Mathematics Subject Classification ID

Numerical differentiation (65D25)

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(3)

• On determining the unknown band-parameter and truncated sinc series coefficients from a time sampled band-limited function
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• Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases

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