Line Search Techniques Based on Interpolating Polynomials using Function Values Only

Arie Tamir
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Arie Tamir: Northwestern University

Management Science, 1976, vol. 22, issue 5, 576-586

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.

Date: 1976
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