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

被引：0
作者：
Jueyu Wang
Detong Zhu
机构：
[1] Shanghai Normal University,Mathematics and Science College
来源：
Numerical Algorithms | 2016年 / 73卷
关键词：
Conjugate gradient method; Derivative-free Optimization; Lagrange interpolation model; Global Convergence; 49M37; 65K05; 90C30; 90C55;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：957 / 983
页数：26
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