A new descent algorithm using the three-step discretization method for solving unconstrained optimization problems
Summary: In this paper, three-step Taylor expansion, which is equivalent to third-order Taylor expansion, is used as a mathematical base of the new descent method. At each iteration of this method, three steps are performed. Each step has a similar structure to the steepest descent method, except that the generalized search direction, step length, and next iterative point are applied. Compared with the steepest descent method, it is shown that the proposed algorithm has higher convergence speed and lower computational cost and storage.
scientific article; zbMATH DE number 6898755
scientific article