On extrapolation methods in optimization

DOI10.1016/S0168-9274(97)00049-4MaRDI QIDQ1375439zbMATH OpenFDO

Authors Bouchta Rhanizar

Publication date 12 May 1998

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0168-9274(97)00049-4

zbMATH Keywords

Aitken's delta-square extrapolationconvex optimizationnumerical experiments

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Review text

The author considers the use of Aitken's \(\Delta^2\)-extrapolation method for solving unconstrained convex optimization problems. At first the one-dimensional case is investigated, thereafter two approaches for the vector case are proposed. Numerical experiments with seven examples from the literature are reported.

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Cited in

(6)

• Optimal extrapolation of derivatives
• Quadratic convergence of an extrapolation method
• scientific article; zbMATH DE number 622490 (Why is no real title available?)
• Convergence acceleration during the 20th century
• Some extensions to a direct optimization method
• Alternating cyclic vector extrapolation technique for accelerating nonlinear optimization algorithms and fixed-point mapping applications

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