On Henrici's transformation in optimization
Volume 27 / 2000
Applicationes Mathematicae 27 (2000), 127-141
DOI: 10.4064/am-27-2-127-141
Abstract
Henrici's transformation is a generalization of Aitken's $Δ^2$-process to the vector case. It has been used for accelerating vector sequences. We use a modified version of Henrici's transformation for solving some unconstrained nonlinear optimization problems. A convergence acceleration result is established and numerical examples are given.