Accelerated double direction method for solving unconstrained optimization problems

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Summary: An iterative method for solving a minimization problem of unconstrained optimization is presented. This multistep curve search method uses the specific form of iteration with two direction parameters, the approximation of Hessian by appropriately constructed diagonal matrix, and the inexact line search procedure. It is proved that constructed numerical process is well defined under some assumptions. Considering certain conditions, the method is linearly convergent for uniformly convex and strictly convex quadratic functions. Numerical results arising from defined algorithms are also presented and analyzed.




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