A directional Halley method for functions f of n variables is shown to converge, at a cubic rate, to a solution. To avoid the second derivative needed in the Halley method we propose a directional quasi-Halley method, with one more function evaluation per iteration than the directional Newton method, but with convergence rates comparable to the Halley method.
|Original language||English (US)|
|Title of host publication||Studies in Computational Mathematics|
|Number of pages||23|
|State||Published - 2001|
|Name||Studies in Computational Mathematics|
ASJC Scopus subject areas
- Computational Mathematics