| File | |
| Title |
統計的検定法の見地からのニュートン法の修正
|
| Title |
A Modification of the Newton Method from a Viewpoint of Statistical Testing Methods
|
| Title Transcription |
トウケイテキ ケンテイホウ ノ ケンチ カラノ ニュートンホウ ノ シュウセイ
|
| Creator |
Morita Tsukuo
Eguchi Shinto
|
| Source Title |
島根大学理学部紀要
Memoirs of the Faculty of Science, Shimane University
|
| Volume | 25 |
| Start Page | 15 |
| End Page | 19 |
| Journal Identifire |
ISSN 03879925
|
| Descriptions |
Abstract
The Newton method has quitely universal use for a nonlinear optimization problem,max{ f(x) : x ∈U } . The algorithm satisfies to be quadratically convergent under a mildcondition. This paper concentrates on the further convergence from a statistical viewpoint.A deformation of the objective function f is proposed by association with methods of statisticaltesting hypothesis. It is shown that the k-step modified function enjoys convergence of(k + 2)-th order.
|
| Language |
eng
|
| Resource Type | departmental bulletin paper |
| Publisher |
島根大学理学部
The Faculty of Science, Shimane University
|
| Date of Issued | 1991-12-25 |
| Access Rights | open access |
| Relation |
[NCID]
AN00108106
|
