Descent methods with linesearch in the presence of perturbations (Q1360171)
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English | Descent methods with linesearch in the presence of perturbations |
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Descent methods with linesearch in the presence of perturbations (English)
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1997
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The authors consider the class of descent algorithms for the unconstrained optimization problem \[ \min_{x\in\mathbb{R}^n} f(x), \] where \(f\in\mathbb{R}^n\to \mathbb{R}\) is a differentiable function with a Hölder continuous gradient, in the case when the gradient of the objective function is computed inexactly. A modified Armijo-type rule for computing the stepsize is proposed which guarantees that the algorithm obtains a reasonable approximate solution. The authors give neither applications nor examples for the algorithm.
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linesearch
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perturbations
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descent algorithms
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unconstrained optimization
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