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 information |
Memoirs of the Faculty of Science, Shimane University
25
, 15
- 19
, 1991-12-25
|
Publisher | 島根大学理学部
|