Two minimal positive bases based direct search conjugate gradient methods for computationally expensive functions

  • Authors:

  • Qunfeng Liu

  • Affiliations:

  • College of Mathematics and Econometrics, Hunan University, Changsha, People's Republic of China 410082 and College of Computer, Dongguan University of Technology, Dongguan, People's Republic of Ch ...

  • Venue:
  • Numerical Algorithms
  • Year:
  • 2011

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Abstract

Positive basis is an important concept in direct search methods. Although any positive basis can ensure the convergence in theory, the maximum positive bases are often used to construct direct search algorithms. In this paper, two direct search methods for computational expensive functions are proposed based on the minimal positive bases. The Coope---Price's frame-based direct search framework is employed to insure convergence. PRP+ method and a recently developed descent conjugate gradient method are employed respectively to accelerate convergence. The data profiles and the performance profiles of the numerical experiments show that the proposed methods are effective for computational expensive functions.