Quasi-Newton method by Hermite interpolation |
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Authors: | T F Sturm |
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Institution: | (1) Institut für Angewandte Mathematik und Statistik, Technische Universität München, München, Germany |
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Abstract: | This paper describes a new attempt to solve the problem of computing a local minimizer of a sufficiently often differentiable unconstrained objective function. In every step of the iteration, a special Hermite interpolant is constructed. Old iteration points serve as points of support with the function value and gradient information. This yields a quasi-Newton algorithm with quadratic convergence order. |
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Keywords: | Nonlinear unconstrained optimization Hermite interpolation quasi-Newton methods quadratic convergence |
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