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Line Search Techniques Based on Interpolating Polynomials using Function Values Only

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  • Arie Tamir

    (Northwestern University)

Abstract

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.

Suggested Citation

  • Arie Tamir, 1976. "Line Search Techniques Based on Interpolating Polynomials using Function Values Only," Management Science, INFORMS, vol. 22(5), pages 576-586, January.
    • Handle: RePEc:inm:ormnsc:v:22:y:1976:i:5:p:576-586
    DOI: 10.1287/mnsc.22.5.576
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    Cited by:

    1. van der Hoek, G. & Dijkshoorn, M. W., 1979. "A Numerical Comparison Of Self Scaling Variable Metric Algorithms," Econometric Institute Archives 272178, Erasmus University Rotterdam.

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