Convergence of implementable descent algorithms for unconstrained optimization

DOI10.1023/A:1004602012151MaRDI QIDQ1573997zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Dussault

Publication date 16 December 2001

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1004602012151

zbMATH Keywords

descent algorithmglobal convergencestepsize rules

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Review text

Having the paper of \textit{A. N. Iusem} and \textit{B. F. Svaiter} about a proximal regularization of the steepest descent method [RAIRO-Rech. Opér. 29, 123-130 (1995; Zbl 0835.90066)] in mind and using quasi-Fejér convergence it is shown, that for quasiconvex objectives the whole sequence, obtained by a suitable descent algorithm with Armijo step size rule, is convergent.

Recommendations

• Full convergence of the steepest descent method with inexact line searches
• Convergence properties of descent methods for unconstrained minization
• The convergence of the steepest descent algorithm for D.C.optimization
• Global convergence of the Armijo epsilon steepest descent algorithm

Cites work

• A proximal regularization of the steepest descent method
• Convergence Conditions for Ascent Methods
• Minimization of functions having Lipschitz continuous first partial derivatives

Cited in

(12)

• Greatest descent algorithms in unconstrained optimization
• Convergence of line search methods for unconstrained optimization
• Steepest descent method with a generalized Armijo search for quasiconvex functions on Riemannian manifolds
• Algorithms for quasiconvex minimization
• scientific article; zbMATH DE number 4041186 (Why is no real title available?)
• A robust iterative algorithm for structural reliability analysis
• scientific article; zbMATH DE number 1479856 (Why is no real title available?)
• Full convergence of the steepest descent method with inexact line searches
• General descent method using w-distance. Application to emergence of habits following worthwhile moves
• Global convergence of the Armijo epsilon steepest descent algorithm
• The convergence of the steepest descent algorithm for D.C.optimization
• The gradient and heavy ball with friction dynamical systems: The quasiconvex case

This page was built for publication: Convergence of implementable descent algorithms for unconstrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1573997)