Ableitungsfreiebleitungsfreie Verfahren für nichtlineare Optimierungsprobleme |
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| Authors: | Prof. Dr. Jochen W. Schmidt Dr. Klaus Vetters |
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| Affiliation: | (1) Bereich Numerische Mathematik, Sektion Mathematik Technische Universität Dresden, DDR-8027 Dresden Zellescher Weg |
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| Abstract: | Summary In the paper the authors develop approximation methods for nonlinear programming problems using function-values only. The idea is to approximate the objective function by a quadratic interpolating polynomial. It is shown how to construct methods of an arbitrarily high convergence rate. By aid of the efficiency index methods are selected from the class in view which require a minimal number of function-values in order to guarantee a given exactness.
Herrn Prof. Dr. Dr. h.c. L. Collatz zum 60. Geburtstag am 6.7 1970 gewidmet |
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