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A conjugate-direction method based on a nonquadratic model

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Abstract

A conjugate-gradient method for unconstrained optimization, which is based on a nonquadratic model, is proposed. The technique has the same properties as the Fletcher-Reeves algorithm when applied to a quadratic function. It is shown to be efficient when tried on general functions of different dimensionality.

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Authors and Affiliations

  1. Department of Mathematics, University of Technology, Loughborough, Leicestershire, England

    A. Tassopoulos (Graduate Student) & C. Storey (Professor)

Authors
  1. A. Tassopoulos
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  2. C. Storey
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Communicated by L. C. W. Dixon

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Tassopoulos, A., Storey, C. A conjugate-direction method based on a nonquadratic model. J Optim Theory Appl 43, 371–381 (1984). https://doi.org/10.1007/BF00934461

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  • DOI: https://doi.org/10.1007/BF00934461

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