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Use of a nonquadratic model in a conjugate-gradient method of optimization with inexact line searches
Authors:A. Tassopoulos  C. Storey
Affiliation:(1) Department of Mathematics, University of Technology, Loughborough, Leicestershire, England
Abstract:An algorithm for unconstrained minimization is developed which uses a rational function model, rather than a quadratic, as a basis for conjugate directions. The algorithm is similar to one previously proposed by the authors, but inexact linear searches are investigated in the present paper.
Keywords:Unconstrained optimization  rational models  conjugate directions  inexact line searches
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