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
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Title Alternative (English) | A Modification of the Newton Method from a Viewpoint of Statistical Testing Methods
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File | |
language |
eng
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Author |
Morita, Tsukuo
Eguchi, Shinto
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Description | 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.
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Journal Title |
Memoirs of the Faculty of Science, Shimane University
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Volume | 25
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Start Page | 15
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End Page | 19
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ISSN | 03879925
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Published Date | 1991-12-25
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NCID | AN00108106
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Publisher | 島根大学理学部
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Publisher Aalternative | The Faculty of Science, Shimane University
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NII Type |
Departmental Bulletin Paper
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OAI-PMH Set |
Faculty of Science and Engineering
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他の一覧 |