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作者:

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

收录:

CPCI-S EI Scopus SCIE

摘要:

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.

关键词:

automatic differentiation Halley method Newton method unconstrained optimization

作者机构:

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

通讯作者信息:

  • 张海斌

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

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来源 :

OPTIMIZATION METHODS & SOFTWARE

ISSN: 1055-6788

年份: 2010

期: 5

卷: 25

页码: 753-762

2 . 2 0 0

JCR@2022

ESI学科: COMPUTER SCIENCE;

JCR分区:2

中科院分区:3

被引次数:

WoS核心集被引频次: 4

SCOPUS被引频次: 5

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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