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METHOD OF QUADRATIC INTERPOLATION

METHOD OF QUADRATIC INTERPOLATIONKELLER methods are a common approach to the more generalarea of line search for optimization. In the case of QUADRATIC inter-polation, the function s critical value is bracketed, and a quadraticinterpolant is fitted to the arc contained in the interval. Then, theinterpolant is minimized, and the new interval is determined based onthe relation of the minimizer to the original endpoints of the more formally, letx* maximize (or minimize)f(x). Ifx* isnot easily found through analytic methods, then it is significantly eas-ier to bracket the interval over which this critical point occurs. Letq(x) denote the QUADRATIC interpolant off(x).

method with the secant approximation of f00(x k) instead. 2.3. Method 3. Our third method is the 3 point method. Choose 3 points, 2 endpoints to bracket our critical point, and then a point within the interval as well. Using the Lagrange Interpolation formula, we can easily nd our interpolant q(x). We have: (2.8) q(x) = (x x 2)(x x 3) (x 1 x 2 ...

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  Formula, Quadratic, Approximation

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