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Author:

Zhang, Haibin (Zhang, Haibin.) (Scholars:张海斌)

Indexed by:

CPCI-S EI Scopus SCIE

Abstract:

Third-order methods can be used to solve efficiently the unconstrained optimization problems, and they, in most cases, use fewer iterations but more computational cost per iteration than a second-order method to reach the same accuracy. Recently, it has been shown by an article that under some conditions the ratio of the number of arithmetic operations of a third-order method (the Halley class of methods) and Newton's method is constant (at most 5) per iteration. Automatic differentiation (AD) can compute fast and accurate derivatives such as the Jacobian, Hessian matrix and the tensor of the function. The Halley class of methods includes these high-order derivatives. In this paper, we apply AD efficiently to the methods and investigate the computational complexity of them. The results show that under general conditions even including the computation of the function and its derivative terms, the upper bound of the ratio can be reduced to 3.5.

Keyword:

unconstrained optimization Halley method automatic differentiation Newton method

Author Community:

  • [ 1 ] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 张海斌

    [Zhang, Haibin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

OPTIMIZATION METHODS & SOFTWARE

ISSN: 1055-6788

Year: 2010

Issue: 5

Volume: 25

Page: 753-762

2 . 2 0 0

JCR@2022

ESI Discipline: COMPUTER SCIENCE;

JCR Journal Grade:2

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 4

SCOPUS Cited Count: 5

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

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