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1. Conjugate gradient path method without line search technique for derivative-free unconstrained optimization.

Author

Wang, Jueyu and Zhu, Detong

Subjects
*CONJUGATE gradient methods, *MATHEMATICAL optimization, *INTERPOLATION, *STOCHASTIC convergence, *QUADRATIC equations
Abstract

In this paper, we propose conjugate gradient path method for solving derivative-free unconstrained optimization. The iterative direction is obtained by constructing and solving quadratic interpolation model of the objective function with conjugate gradient methods. The global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, the numerical results are reported to show the effectiveness of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Published
2016
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