Abstract
We develop an algorithm which generates conjugate search directions and maintains finite termination, when applied to quadratic functions, without requiring that line searches be exact. The technique requiresO(n) storage, wheren is the dimension of the problem. Results when the algorithm is applied to a number of standard test problems are included.
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Communicated by H. Y. Huang
Work was performed under the auspices of the US Energy Research and Development Administration.
The author would like especially to thank Marie-Anne Neimat, who put much effort into the programming of the algorithm and the generation of test results.
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Nazareth, L. A conjugate direction algorithm without line searches. J Optim Theory Appl 23, 373–387 (1977). https://doi.org/10.1007/BF00933447
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DOI: https://doi.org/10.1007/BF00933447