Choosing descent directions in unconstrained minimization problems

DOI10.1007/BF01097134MaRDI QIDQ909994zbMATH OpenFDO

Authors Igor Yaroslavich Zabotin

Publication date 1989

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01097134

zbMATH Keywords

best descent directionunconstrained minimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Mathematical programming (90C99)

Review text

The author introduces the concept of the best descent direction with respect to a given set from \({\mathbb{R}}^ n\), for a directionally differentiable function of n variables. Then he proposes two algorithms for unconstrained minimization of convex differentiable functions and he proves corresponding convergence results.

Recommendations

• Descent methods for quasidifferentiable minimization
• Convergence properties of descent methods for unconstrained minization
• Methods of unconditional minimization of functions using a simplex
• Continuous methods of unconstrained minimization of hypodifferentiable functions
• A descent method for unconstrained optimization problems

Cited in

(5)

• Methods of unconditional minimization of functions using a simplex
• Unconstrained minimization of \(H\)-hyperdifferentiable functions
• The Mordukhovich subdifferentials and directions of descent
• A study on the rate of convergence of descent methods
• On Convergence Properties of Algorithms for Unconstrained Minimization

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