Abstract
Factorable functions are shown to have arrays ofNth-order derivatives (tensors) which are naturally computed as sums of generalized outer product matrices (polyads). The computational implications of this for high-order minimization techniques (such as Halley's method of tangent hyperbolas) are investigated. A direct derivation of these high-order techniques is also given.
Similar content being viewed by others
References
Jackson, R. H. F.,Tensors, Polyads, and High-Order Methods in Factorable Programming, Dissertation, Department of Operations Research, George Washington University, Washington, DC, 1983.
McCormick, G. P.,Nonlinear Programming: Theory, Algorithms, and Applications, John Wiley and Sons, New York, New York, 1983.
Ghaemi, A., andMcCormick, G. P.,Factorable Symbolic SUMT: What Is It? How Is It Used?, Technical Report No. T-402, Institute for Management Science and Engineering, George Washington University, Washington, DC, 1979.
Mylander, W. C., Holmes, R., andMcCormick, G. P.,A Guide to SUMT-Version 4: The Computer Program Implementing the Sequential Unconstrained Minimization Technique for Nonlinear Programming, Technical Report No. RAC-P-63, Research Analysis Corporation, McLean, Virginia, 1971.
Pugh, R. E.,A Language for Nonlinear Programming Problems, Mathematical Programming, Vol. 2, pp. 176–206, 1972.
Kedem, G.,Automatic Differentiation of Computer Programs, ACM Transactions on Mathematical Software, Vol. 6, pp. 150–165, 1980.
Rall, L. B.,Applications of Software for Automatic Differentiation in Numerical Computations, Computing, Supplement, Vol. 2, pp. 141–156, 1980.
Wengert, R. E.,A Simple Automatic Derivative Evaluation Program, Communications of the Association for Computing Machinery, Vol. 7, pp. 463–464, 1964.
Reiter, A., andGray, J. H.,Compiler for Differentiable Expressions (CODEX) for the CDC 3600, MRC Technical Report No. 791, University of Wisconsin, Madison, Wisconsin, 1967.
Warner, D. D.,A Partial Derivative Generator, Computing Science Technical Report No. 28, Bell Telephone Laboratories, Murray Hill, New Jersey, 1975.
Shayan, M. E.,A Methodology for Comparing Algorithms and a Method for Computing mthOrder Directional Derivatives Based on Factorable Programming, Dissertation, Department of Operations Research, George Washington University, Washington, DC, 1978.
Miele, A., andGonzalez, S.,On the Comparative Evaluation of Algorithms for Mathematical Programming Problems, Nonlinear Programming 3, Edited by O. L. Mangasarianet al., Academic Press, New York, New York, pp. 337–359, 1978.
Emami, G.,Evaluating Strategies for Newton's Method Using a Numerically Stable Generalized Inverse Algorithm, Dissertation, Department of Operations Research, George Washington University, Washington, DC, 1978.
Ghotb, F.,Newton's Method for Linearly Constrained Optimization Problems, Dissertation, Department of Operations Research, George Washington University, Washington, DC, 1980.
Sofer, A.,Computationally Efficient Techniques for Generalized Inversion InNonlinear Programming, Dissertation, Department of Operations Research, George Washington University, Washington, DC, 1983.
DeSilva, A., andMcCormick, G. P.,Sensitivity Analysis InNonlinear Programming Using Factorable Symbolic Input, Technical Report No. T-365, Institute for Management Science and Engineering, George Washington University, Washington, DC, 1978.
Fiacco, A. V., andMcCormick, G. P.,Nonlinear Programming: Sequential Unconstrained Minimization Techniques, John Wiley and Sons, New York, New York, 1968.
Schnabel, R. B., andFrank, P. D.,Tensor Methods for Nonlinear Equations, Technical Report No. CU-CS-243-83, Department of Computer Science, University of Colorado, Boulder, Colarado, 1983.
Kalaba, R., andTischler, A.,A Generalized Newton Algorithm Using Higher-Order Derivatives, Journal of Optimization Theory and Applications, Vol. 39, pp. 1–17, 1983.
Traub, J. F.,Iterative Methods for the Solution of Equations, Prentice-Hall, Englewood Cliffs, New Jersey, 1964.
Ortega, J. M., andRheinboldt, W. C.,Iterative Solutions of Nonlinear Equations in Several Variables, Academic Press, New York, New York, 1970.
Altman, M.,Iterative Methods of Higher Order, Bulletin de l'Academie Polonaise des Sciences, Serie des Sciences Mathematiques, Astronomiques, et Physiques, Vol. 9, pp. 63–68, 1961.
Doring, B.,Einige Satze uber das Verfahren der Tangierenden Hyperbeln in Banach-Raumen, Aplikace Matematiky, Vol. 15, pp. 418–464, 1970.
Halley, E.,Methodus Nova, Accurata & Facilis Inveniendi Radices Aequationum Quarumcumque Generaliter, Sine Praevia Reductione, Philosophical Transactions of the Royal Society of London, Vol. 18, pp. 136–148, 1694 (in Latin).
Alefeld, G.,On the Convergence of Halley's Method, American Mathematical Monthly, Vol. 88, pp. 530–536, 1981.
Salehov, S.,On the Convergence of the Process of Tangent Hyperbolas, Doklady Akademii Nauk, Vol. 82, pp. 515–528, 1952 (in Russian).
Schroder, E.,Ueber Unendlich Viele Algorithmen zur Auflosung der Gleichungen, Mathematische Annalen, Vol. 2, pp. 317–365, 1870.
Frame, J. S.,A Variation of Newton's Method, American Mathematical Monthly, Vol. 51, pp. 36–38, 1944.
Richmond, H. W.,On Certain Formulae for Numerical Approximation, Journal of the London Mathematical Society, Vol. 19, pp. 31–38, 1944.
Wall, H. S.,A Modification of Newton's Method, American Mathematical Monthly, Vol. 55, pp. 90–94, 1948.
Brown, G. H.,On Halley's Variation of Newton's Method, American Mathematical Monthly, Vol. 84, pp. 726–727, 1977.
Necepurenko, M. I.,On Tchebyshev's Method for Functional Equations, Uspekhi Matematicheskikh Nauk, Vol. 9, pp. 163–170, 1954 (in Russian).
Altman, M.,An Iterative Method of Solving Functional Equations, Bulletin de l'Academie Polonaise des Sciences, Serie des Sciences de Mathematiques, Astronomiques, et Physiques, Vol. 9, pp. 57–62, 1961.
Janko, B.,Sur les Methodes d'Iteration pour la Resolution des Equations Fonctionelles Nonlineaires Definies dans l'Espace de Banach, Revue Roumaine de Mathematiques Pures et Appliquées, Vol. 18, pp. 43–52, 1973.
Euler, L.,Institutionum Calculi Differentiales, Opera Postuma: Mathematica et Physica, Krauss Reprint, Berlin, West Germany, pp. 342–402, 1969.
Chebyshev, P. L.,Ouevres (Publiées paree Soins de A. Markoff et N. Sonin) Chelsea, New York, New York, 1962.
Bodewig, E.,On Types of Convergence and on the Behavior of Approximations in the Neighborhood of a Multiple Root of an Equation, Quarterly of Applied Mathematics, Vol. 7, pp. 325–333, 1949.
Kronsjo, L. I.,Algorithms: Their Complexity and Efficiency, John Wiley and Sons, New York, New York, 1979.
Falk, J. E., andMcCormick, J. E.,Mathematical Structure of the International Coal Trade Model: Final Report, Technical Report No. DOE/NBB-0025, US Department of Energy, Washington, DC, 1982.
McCormick, G. P.,Global Solutions to Factorable Nonlinear Optimization Problems Using Separable Programming Techniques, NBS Technical Report No. NBS-IR85-3206, 1984.
Falk, J. E., andSoland, R. M.,An Algorithm for Separable Nonconvex Programming Problems, Management Science, Vol. 15, pp. 550–569, 1969.
Falk, J. E.,Global Solutions of Signomial Problems, Technical Report No. T-274, Department of Operations Research, George Washington University, Washington, DC, 1973.
Hoffman, K. L.,NUGLOBAL—User Guide, Technical Report No. TM-64866, Department of Operations Research, George Washington University, Washington, DC, 1975.
McCormick, G. P.,Computability of Global Solutions to Factorable Nonconvex Programs: Part I—Convex Underestimating Problems, Mathematical Programming, Vol. 10, pp. 147–175, 1976.
Leaver, S. G.,Computing Global Maximum Likelihood Parameter Estimates for Product Models for Frequency Tables Involving Indirect Observation, Dissertation, Department of Operations Research, George Washington University, Washington, DC, 1984.
Author information
Authors and Affiliations
Additional information
Communicated by O. L. Mangasarian
This research was sponsored in part by the Office of Naval Research under Contract No. N00014-82-K.
Rights and permissions
About this article
Cite this article
Jackson, R.H.F., McCormick, G.P. The polyadic structure of factorable function tensors with applications to high-order minimization techniques. J Optim Theory Appl 51, 63–94 (1986). https://doi.org/10.1007/BF00938603
Issue Date:
DOI: https://doi.org/10.1007/BF00938603