Line Search Techniques Based on Interpolating Polynomials using Function Values Only

In this study we derive the order of convergence of some line search techniques based on fitting polynomials; using function values only. It is shown that the order of convergence increases with the degree of the polynomial. If viewed as a sequence, the orders approach the Golden Section Ratio when the degree of the polynomial tends to infinity.

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Year of publication:	1976
Authors:	Tamir, Arie
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 22.1976, 5, p. 576-586
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.22.5.576 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009218255