number of downloads : 71

Open Date : 2001-09-29
585 KB
Author
Morita, Tsukuo
Eguchi, Shinto
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.
Journal information
Memoirs of the Faculty of Science, Shimane University 25 , 15 - 19 , 1991-12-25
Publisher
島根大学理学部
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