A modified secant method for unconstrained minimization

Abstract

A gradient-secant algorithm for unconstrained optimization problems is presented. The algorithm uses Armijo gradient method iterations until it reaches a region where the Newton method is more efficient, and then switches over to a secant form of operation. It is concluded that an efficient method for unconstrained minimization has been developed, and that any convergent minimization method can be substituted for the Armijo gradient method.