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Third order optimization methods

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Author(s):
Daiane Gonçalves Ferreira
Total Authors: 1
Document type: Master's Dissertation
Press: Campinas, SP.
Institution: Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica
Defense date:
Examining board members:
Margarida Pinheiro Mello; Márcia Aparecida Gomes Ruggiero; Ernesto Julián Goldberg Birgin
Advisor: Margarida Pinheiro Mello; Maria Aparecida Diniz Ehrhardt
Abstract

Higher order optimization methods, though of long-standing tradition, until recently have been deemed impractical, due to the rate of increase of the computational effort as a function of the size of the problem. Advances in the development of data structures, routines that work with these structures and the use of the sparsity of a vast range of practical problems have led to implementations of these methods that are competitive with second order methods. The object of this dissertation is the study of Halley's method, a thirdorder method, the development of a MATLAB implementation thereof and its testing, aiming at an empirical comparison of its efficiency against that of Newton's method, the second-order method most widely used today (AU)

FAPESP's process: 11/03911-9 - Third order optimization methods
Grantee:Daiane Gonçalves Ferreira
Support Opportunities: Scholarships in Brazil - Master