A new family of high-order directions for unconstrained optimization inspired by Chebyshev and Shamanskii methods

DOI10.1080/10556788.2012.732074MaRDI QIDQ5746685zbMATH OpenOpenAlexFDO

Authors Bilel Kchouk, Jean-Pierre Dussault

Publication date 7 February 2014

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2012.732074

zbMATH Keywords

automatic differentiationChebyshev methodNewton methodShamanskii methodunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
• Evaluating Derivatives
• Global convergence technique for the Newton method with periodic Hessian evaluation
• High-order Newton-penalty algorithms
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• Numerical Optimization
• On iterative methods with accelerated convergence for solving systems of nonlinear equations
• On large-scale unconstrained optimization problems and higher order methods
• On the Halley class of methods for unconstrained optimization problems
• Optimal Order of One-Point and Multipoint Iteration
• Some Efficient Algorithms for Solving Systems of Nonlinear Equations
• Testing Unconstrained Optimization Software
• The complexity of partial derivatives
• The Kantorovich Theorem for Newton's Method

Cited in

(2)

• The Chebyshev-Shamanskii method for solving systems of nonlinear equations
• On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians

Describes a project that uses

Uses Software

• minpack
• KELLEY

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