TITLE:
PRP-Type Direct Search Methods for Unconstrained Optimization
AUTHORS:
Qunfeng Liu, Wanyou Cheng
KEYWORDS:
Direct Search Methods, Descent Conjugate Gradient Methods, Frame-Based Methods, Global Convergence, Data Profile, Performance Profile
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.6,
June
22,
2011
ABSTRACT: Three PRP-type direct search methods for unconstrained optimization are presented. The methods adopt three kinds of recently developed descent conjugate gradient methods and the idea of frame-based direct search method. Global convergence is shown for continuously differentiable functions. Data profile and performance profile are adopted to analyze the numerical experiments and the results show that the proposed methods are effective.