基于试探方向的无约束优化问题算法研究

As mathematics, computer and the rapid development of financial field, optimization mathematics is closely related to our daily life, optimization theory and methods as a applied very strong discipline, in daily life how to optimization methods to solve problems in daily life, is a hot topic in today's maths face. We learn through the optimization method of this course, and studies of related issues, in the classical algorithm based on unconstrained optimization problems, in this paper, a new iteration algorithm based on a variety of drop direction, and proves that the algorithm in the global convergence under exact one-dimensional search, a numerical example to verify the experimental results to further illustrate the algorithm is effective.