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تسجيل مستخدم جديدA new secant method for unconstrained optimization
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Stephen A. Vavasis
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We present a gradient-based algorithm for unconstrained minimization derived from iterated linear change of basis. The new method is equivalent to linear conjugate gradient in the case of a quadratic objective function. In the case of exact line search it is a secant method. In practice, it performs comparably to BFGS and DFP and is sometimes more robust.
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