Methods of conjugate directions without line searches

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1992-09-28
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Most published minimization algorithms on conjugate direction involve exact linear searches in the generation of’ the conjugate directions. Examples of these algorithms include conjugate gradient and variable metric methods. The most expensive aspect of any conjugate direction method is the (exact) linear search part. Recently, ways have been sought to avoid these exact linear searches by replacing them with inexact or approximate linear searches. This thesis examines some conjugate direction algorithms without exact linear searches, namely those by (i) R. Fletcher (ii) L. C. W. Dixon (iii) D. Goldfarb For each of these algorithms, a FORTRAN subroutine program has been written and tested on some standard test functions on an IBM PS/2 computer system.
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A thesis submitted to the Board of Postgraduate Studies, Kwame Nkrumah University of Science and Technology, Kumasi, in partial fulfilment of the requirement for the award of the Degree of Master of Science in Mathematics, 1992
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