Pade逼近在线搜索中的应用

On the Application of Pade Approximation in Line Search

文章给出精确线搜索的一种新的函数逼近法,即Pade逼近法,并证明该方法是三阶收敛的.通过初步的数值实验表明,该方法与牛顿法相比,具有良好的数值效果.

This paper presents a new function approximation method for the accurate line search, called Pade approximation method. Local convergence of three order is proved for this method. And some preliminary numerical experiments show that the method is compared with Newton method, and has perfectly good numerical results.