Line Search Techniques Based on Interpolating Polynomials using Function Values Only

Published Online:https://doi.org/10.1287/mnsc.22.5.576

In this study we derive the order of convergence of some line search techniques based on fitting polynomials; using function values only. It is shown that the order of convergence increases with the degree of the polynomial. If viewed as a sequence, the orders approach the Golden Section Ratio when the degree of the polynomial tends to infinity.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.