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6.252 NONLINEAR PROGRAMMING LECTURE 4 …

6.252 NONLINEAR PROGRAMMING LECTURE 4 …

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LECTURE 4 CONVERGENCE ANALYSIS OF GRADIENT METHODS LECTURE OUTLINE ... The idea of the convergence proof for a constant stepsize. Given xk and the descent direction dk, the cost differ-ence f(xk + αdk) − f(xk) is majorized by α∇f(xk) dk + 1 2

  Lecture, Programming, Convergence, Nonlinear, Nonlinear programming lecture 4, Lecture 4 convergence

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