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Lecture Notes 4 Convergence Theory For Linear Methods
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Econometrics Lecture Notes (OMEGA)
bseu.byThese lecture notes are copyrighted by Michael Creel with the date that appears above. The are provided under the terms of the GNU General Public License, which forms Section 25 …
Line Search Methods for Unconstrained Optimisation
people.maths.ox.ac.ukTheorem 4 (Global Convergence of More General Descent Di-rection Methods). Let the gradient g of f ∈ C1 be uniformly Lipschitz continuous on Rn. Then, for the iterates generated by the Generic LSM with B-A steps and search directions defined by Bkpk = −gk, one of the following situations occurs, i) gk = 0 for some finite k, ii) limk→∞ ...