Quasi-Newton method by Hermite interpolation

DOI10.1007/BF02207643zbMath0813.90107MaRDI QIDQ1342464

Thomas F. Sturm

Publication date: 11 January 1995

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

quadratic convergenceHermite interpolantlocal minimizerquasi-Newton algorithmdifferentiable unconstrained objective function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Uses Software

• minpack
• PADMOS

Cites Work

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• Multivariate vertex splines and finite elements
• Interpolation to boundary data on the simplex
• Parallel quasi-Newton methods for unconstrained optimization
• A unique multivariate Hermite interpolant on the simplex
• General Lagrange and Hermite interpolation in \(R^n\) with applications to finite element methods
• Testing Unconstrained Optimization Software
• Tensor Methods for Unconstrained Optimization Using Second Derivatives