<正>1引言直接搜索算法是求解最优化问题的一类重要算法,它特别适用于目标函数的梯度信息无法得到或很难计算的情形.直接搜索算法大致可以分为两大类,一类是包含单纯形搜索[19]和模式搜索[12,22]等的直接搜索算法,这类算法不使用泰勒展开等方法对目标函数进行建模;另一类算法则依赖于对目标函数的建模,常被称为以模型为基础的方法,有
Under the frame of the Coope-Price's direct search method, a gradient estimate is obtained based on the minimal positive basis, and then a direct search conjugate gradient method for unconstrained minimization is proposed. With the help of the sufficient decrease condition, search directions out of the grids defined by positive basis are allowable. Under mild conditions, the global convergence is shown. Our numerical experiences show that the proposed method is efficient.