Theoretical efficiency of a new inexact method of tangent hyperbolas
نویسندگان
چکیده
In this article, we are concerned with the third-order methods [see e.g. Refs. 8,10]. Just as Newton method approximates the gradient of the objective function with a linear function with the same slope at the current iterate, the third-order methods approximate the gradient with a ‘parabola’ with the same slope and curvature at the current iterate. The most famous third-order method is the improved method of tangent hyperbolas (Algorithm IMTH): xk+1 = xk + s k + s k , (2)
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عنوان ژورنال:
- Optimization Methods and Software
دوره 19 شماره
صفحات -
تاریخ انتشار 2004