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Generalization of conjugate direction methods in the optimization of functions

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Abstract

The unconstrained optimization of a function of several variables is considered. An algorithm is constructed using the notion of generalized conjugate directions. It is proved that this method will find the minimum of a quadratic function in a finite number of steps. Some well-known conjugate direction methods are shown to be special cases of the generalized method.

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Authors and Affiliations

  1. Department of Mathematics and Applied Mathematics, Potchefstroom University for Christian Higher Education, Potchefstroom, South Africa

    D. J. Van Wyk (Senior Lecturer)

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  1. D. J. Van Wyk
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Communicated by M. R. Hestenes

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Van Wyk, D.J. Generalization of conjugate direction methods in the optimization of functions. J Optim Theory Appl 21, 435–450 (1977). https://doi.org/10.1007/BF00933088

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