A rapidly convergent five-point algorithm for univariate minimization (Q1321651)

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A rapidly convergent five-point algorithm for univariate minimization
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    A rapidly convergent five-point algorithm for univariate minimization (English)
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    23 May 1994
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    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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    nonsmooth optimization
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    univariate function
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