Algorithm for forming derivative-free optimal methods

作者：Khattri Sanjay K^*; Steihaug Trond

来源：Numerical Algorithms, 2014, 65(4): 809-824.

DOI：10.1007/s11075-013-9715-x

• Iterative methods
• Fourth order
• Eighth order
• Newton
• Convergence
• Nonlinear
• Optimal
• Optimization
• Adaptivity

We develop a simple yet effective and applicable scheme for constructing derivative free optimal iterative methods, consisting of one parameter, for solving nonlinear equations. According to the, still unproved, Kung-Traub conjecture an optimal iterative method based on k+1 evaluations could achieve a maximum convergence order of 2(k). Through the scheme, we construct derivative free optimal iterative methods of orders two, four and eight which request evaluations of two, three and four functions, respectively. The scheme can be further applied to develop iterative methods of even higher orders. An optimal value of the free-parameter is obtained through optimization and this optimal value is applied adaptively to enhance the convergence order without increasing the functional evaluations. Computational results demonstrate that the developed methods are efficient and robust as compared with many well known methods.

• 出版日期2014-4