Third order optimization methods

• Grant number: 11/03911-9
• Support Opportunities: Scholarships in Brazil - Master
• Start date: September 01, 2011
• End date: February 28, 2013
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Margarida Pinheiro Mello
• Grantee: Daiane Gonçalves Ferreira
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 06/53768-0 - Computational methods of optimization, AP.TEM

Abstract

Higher order optimization methods, though of long-standing tradition, have been, until recently, deemed impractical. Advances in technology and in the theory of automatic differentiation already afford implementations of these methods that are competitive to second order methods. The object of this project is the study of Halley's method, its computer implementation and testing. (AU)

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

FERREIRA, Daiane Gonçalves. Third order optimization methods. 2013. Master's Dissertation - Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica Campinas, SP.