Generation of Conjugate Directions for Unconstrained Minimization without Derivatives
نویسنده
چکیده
We analyze a technique for unconstrained minimization without derivatives. This stems from two theorems proved by M. J. D. Powell. A particular version, which we consider in detail, is related to the Jacobi process for finding the eigensystem of a symmetric matrix, and the two processes, although different, help to illuminate one another. We study convergence of the search directions to mutual conjugacy, cases when cycling occurs and identify a broad class of 'cyclic patterns' for which convergence to mutual conjugacy is proven.
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