ISSN:
1436-4646
Schlagwort(e):
Step-size Procedures
;
Line Search
;
Gradient Methods
;
Unconstrained Minimization
;
Negative Curvature
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Informatik
,
Mathematik
Notizen:
Abstract The Armijo and Goldstein step-size rules are modified to allow steps along a curvilinear path of the formx(α) + x + αs + α2 d, wherex is the current estimate of the minimum,s is a descent direction andd is a nonascent direction of negative curvature. By using directions of negative curvature when they exist, we are able to prove, under fairly mild assumptions, that the sequences of iterates produced by these algorithms converge to stationary points at which the Hessian matrix of the objective function is positive semidefinite.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01588294
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