A Modified Super Convergent Line Series Algorithm for Solving Unconstrained Optimization Problems

摘要

This study presents a new algorithm for solving unconstrained optimization problems known as Modified Super Convergent Line Series (MSCLSu). The development of the new algorithm makes use of the principles of optimal experimental design. Illustrative example shows that the optimizer could be reached in just one move, as compared to some other known algorithms say the Gradient method which requires >1 iteration to reach the optimizer. Thus, the new algorithm compares favourably with the Gradient method say.