We devote this chapter primarily to optimality conditions and algorithms for solving unconstrained optimization problems of the form min x ∈ IR n f(x), where f(•) is a continuously differentiable cost function defined on IR n . When convenient, we will extend our results to problems of the form min x ∈ X f(x), where f (•) is a continuously differentiable cost function, defined on IR n , and X ⊂ IR n is an “unstructured”, convex, constraint set. We expect the reader to be familiar with the mathematical background contained in the first four sections of Chapter 5.
KeywordsSearch Direction Conjugate Gradient Method Accumulation Point Algorithm Model Conjugate Gradient Algorithm
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