A New Type of Optimization Method Based on Conjugate Directions

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A new type of optimization method based on conjugate directions is proposed in this paper. It can be proved that this type of method has quadratic termination property without exact line search. The new method requires only the storage of 4 vectors such that it is suitable for large scale problems. Numerical experiences show that the new method is effective.

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3029-3034

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August 2013

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© 2013 Trans Tech Publications Ltd. All Rights Reserved

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