Analysis of a new algorithm for one-dimensional minimization |
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| Authors: | Siv Ing Petter Bjørstad Jorge Nocedal |
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| Affiliation: | 1. Computer Science Department Numerical Analysis, Stanford University, Serra House, Serra Street, 94305, Stanford, CA, USA
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| Abstract: | Davidon has recently introduced a new approach to optimization using the idea of nonlinear scaling. In this paper we study the algorithm that results when applying his ideas to the one-dimensional case. We show that the algorithm is locally convergent withQ-order equal 2 and compare it with the method of cubic interpolation. |
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