Convergence of Implementable Descent Algorithms for Unconstrained Optimization

被引：0

作者：

J. P. Dussault

机构：

[1] Université de Sherbrooke,Département de Mathématiques et Informatique

来源：

Journal of Optimization Theory and Applications | 2000年 / 104卷

关键词：

descent algorithms; global convergence;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Descent algorithms use sufficient descent directions combined with stepsize rules, such as the Armijo rule, to produce sequences of iterates whose cluster points satisfy some necessary optimality conditions. In this note, we present a proof that the whole sequence of iterates converges for quasiconvex objective functions.

引用

页码：739 / 745

页数：6

共 50 条

[1] Convergence of implementable descent algorithms for unconstrained optimization
Dussault, JP
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 104 (03) : 739 - 745
[2] Greatest Descent Algorithms in Unconstrained Optimization
Goh, B. S.
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2009, 142 (02) : 275 - 289
[3] Greatest Descent Algorithms in Unconstrained Optimization
B. S. Goh
[J]. Journal of Optimization Theory and Applications, 2009, 142 : 275 - 289
[4] ON THE CONVERGENCE OF CURVILINEAR SEARCH ALGORITHMS IN UNCONSTRAINED OPTIMIZATION
AMAYA, J
[J]. OPERATIONS RESEARCH LETTERS, 1985, 4 (01) : 31 - 34
[5] Global convergence of nonmonotone descent methods for unconstrained optimization problems
Sun, WY
Han, JY
Sun, J
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2002, 146 (01) : 89 - 98
[6] Implementable tensor methods in unconstrained convex optimization
Nesterov, Yurii
[J]. MATHEMATICAL PROGRAMMING, 2021, 186 (1-2) : 157 - 183
[7] Implementable tensor methods in unconstrained convex optimization
Yurii Nesterov
[J]. Mathematical Programming, 2021, 186 : 157 - 183
[8] Steepest Descent Algorithms in Optimization with Good Convergence Properties
Goh, B. S.
Ye, Feng
Zhou, Shuisheng
[J]. 2008 CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-11, 2008, : 1526 - 1530
[9] Convergence of the descent Dai-Yuan conjugate gradient method for unconstrained optimization
Dehghan, Mehdi
Hajarian, Masoud
[J]. JOURNAL OF VIBRATION AND CONTROL, 2012, 18 (09) : 1249 - 1253
[10] A Conjugate Gradient Method With Sufficient Descent And Global Convergence For Unconstrained Nonlinear Optimization
Liu, Hailin
Cheng, Sui Sun
Li, Xiaoyong
[J]. APPLIED MATHEMATICS E-NOTES, 2011, 11 : 139 - 147

← 1 2 3 4 5 →