Search results with tag "Line search methods"

Line Search Methods for Unconstrained Optimisation

Theorem 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→∞ ...

  Methods, Line, Search, Convergence, Line search methods