Abstract
An algorithm using first order approximation of a real-valued function is described for the solution of the unconstrained maximization of a continuous differentiable function ; convergence is proved and a rate of convergence is determined under the usual second order assumptions. Identity is shown between the proposed algorithm and the more general conjugate directions algorithm.
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Keywords
- Conjugate Gradient
- Conjugate Gradient Method
- Continuous Differentiable Function
- Unconstrained Maximization
- Order Assumption
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Denel, J. (1976). Optimisation Sans Contraintes : Construction d'une famille d'algorithmes à convergence quadratique par la linéarisation. In: Cea, J. (eds) Optimization Techniques Modeling and Optimization in the Service of Man Part 2. Optimization Techniques 1975. Lecture Notes in Computer Science, vol 41. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-07623-9_294
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DOI: https://doi.org/10.1007/3-540-07623-9_294
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