Title
A new robust line search technique based on Chebyshev polynomials
Abstract
Newton’s method is an important and basic method for solving nonlinear, univariate and unconstrained optimization problems. In this study, a new line search technique based on Chebyshev polynomials is presented. The proposed method is adaptive where it determines a descent direction at each iteration and avoids convergence to a maximum point. Approximations to the first and the second derivatives of a function using high order pseudospectral differentiation matrices are derived. The efficiency of the new method is analyzed in terms of the most popular and widely used criterion in comparison with Newton’s method using seven test functions.
Year
DOI
Venue
2008
10.1016/j.amc.2008.08.013
Applied Mathematics and Computation
Keywords
Field
DocType
Unconstrained optimization,Univariate optimization,Newton’s method,Test functions,Initial point,Spectral methods,Differentiation matrix,Chebyshev polynomials,Chebyshev points
Chebyshev polynomials,Chebyshev pseudospectral method,Mathematical optimization,Mathematical analysis,Chebyshev equation,Descent direction,Line search,Numerical analysis,Mathematics,Newton's method,Chebyshev iteration
Journal
Volume
Issue
ISSN
206
2
0096-3003
Citations 
PageRank 
References 
4
0.68
5
Authors
2
Name
Order
Citations
PageRank
K.T. Elgindy1111.21
Abdel-Rahman Hedar240430.79