Theoretical efficiency of a new inexact method of tangent hyperbolas
A new improved method of tangent hyperbolas is established in this article. It is shown that for middle and large scale unconstrained optimization problems, its average computation cost in each iteration is much lower than that of Improved Method of Tangent Hyperbolas (IMTH) while the rapid local convergence rate is maintained.
improved method of tangent hyperbolas unconstrained optimization problems preconditioned conjugate gradient method (pcg) automatic differentiation