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Interpolation Methods

Interpolation methods used in One dimensional minimization methods in Optimization. Some part you need to elaborate. Use S.S. Rao book for explanation.

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Omkar Pradeep Khanvilkar
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160 views24 pages

Interpolation Methods

Interpolation methods used in One dimensional minimization methods in Optimization. Some part you need to elaborate. Use S.S. Rao book for explanation.

Uploaded by

Omkar Pradeep Khanvilkar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Interpolatio

n Methods

Direct Root
Method
Omkar Pradeep Khanvilkar
ME-231

Overview

Introduction

Interpolation Methods

Remarks

Introduction

One dimensional searches

More efficient than Fibonacci type approaches

The aim of all the one-dimensional minimization


methods is to find *, the smallest nonnegative value of ,
for which the function
attains a local minimum.

Interpolation Methods
Quadratic Interpolation Methods

Quadratic Interpolation Methods


Uses the function values only
Finds the minimizing step length * in three stages:
In the first stage, the S vector is normalized so that a step length of

= 1 is acceptable.
~
*
In the second stage, the function f () is approximated by a quadratic
function h() and the minimum, h( ) a , bof
h() is found. If this is not
c2
sufficiently close to the true minimum *, a third stage is used.
In the third stage, a new quadratic function
is used to approximate f () and a new value of is found. This
procedure is continued until a that is sufficiently close to * is found.

Interpolation Methods
Quadratic Interpolation Methods
Cubic Interpolation Methods

Cubic Interpolation Method


Uses derivative function of f:

Finds the minimizing step length * in four stages:


The first stage normalizes the S vector so that a step size = 1 is

acceptable.
The second stage establishes bounds on *.
The third stage finds the value of
by approximating f () by a
cubic polynomial h().
If the
found in stage 3 does not satisfy the prescribed
convergence criteria, the cubic polynomial is refitted in the fourth
stage.

Interpolation Methods
Quadratic Interpolation Methods
Cubic Interpolation Methods
Direct Root Methods

Direct
Root
Interpolat
ion
Method

Direct Root Method


Necessary condition for f() to have minimum of * is that

f()=0
Root Finding Methods:
Newton Methods
Quasi Newton Methods
Secant Methods

Newton Method
Remarks:
The Newton method was originally developed by Newton for
solving nonlinear equations and later refined by Raphson, and
hence the method is also known as NewtonRaphson method in
the literature of numerical analysis.
The method requires both the first- and second-order derivatives
of f ().
If f(i) != 0 , the Newton iterative method has a powerful
(fastest) convergence property, known as quadratic convergence.
If the starting point for the iterative process is not close to the
true solution , the Newton iterative process might diverge as
illustrated in Fig. b.

Quasi-Newton Method
Remarks:
The central difference formulas have been used in Eqs.

(5.69) and (5.70). However, the forward or backward


difference formulas can also be used for this purpose.
Equation (5.69) requires the evaluation of the function at

the points i + and i in addition to i in each iteration.

Secant Method

Secant Method
Remarks:
The secant method is identical to assuming a linear equation

for f(). This implies that the original function, f (), is


approximated by a quadratic equation.
In some cases we may encounter a situation where the function

f() varies very slowly with . This situation can be identified by


noticing that the point B remains unaltered for several
consecutive refits. Once such a situation is suspected, the
convergence process can be improved by taking the next value
of i+1 as (A+B)/2 instead of finding its value from Eq. (5.74).

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