QUADRATIC CONVERGENCE OF AN EXTRAPOLATION METHOD

被引：0
|
作者：
KUN, I
机构：
[1] Computer and Automation Institute, Hungarian Academy of Sciences, H-1518 Budapest
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1993年 / 65卷 / 03期
关键词：
NONLINEAR PROGRAMMING; NUMERICAL ANALYSIS; GRADIENT METHODS;
D O I：
10.1016/0377-2217(93)90111-Y
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
Extrapolation methods serve to accelerate the convergence of iteration processes like nonlinear programming or root finding. These methods are mostly generalizations of wellknown one dimensional schemes whose favourable properties are expected to be retained in several dimensions. Such an important property is quadratic acceleration which is the central topic of this paper. The acceleration property is demonstrated on a simple gradient method and the result is compared to direct application of more advanced iteration methods.
引用
收藏
页码：321 / 326
页数：6
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