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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
Title Alternative
A Modification of the Newton Method from a Viewpoint of Statistical Testing Methods
File
language
eng
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 Title
Memoirs of the Faculty of Science, Shimane University
Volume
25
Start Page
15
End Page
19
ISSN
03879925
Published Date
1991-12-25
NCID
AN00108106
Publisher
島根大学理学部
Publisher Aalternative
The Faculty of Science, Shimane University
NII Type
Departmental Bulletin Paper
OAI-PMH Set
Faculty of Science and Engineering