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Control and Cybernetics

Tytuł artykułu

Nonmonotone line searches for optimization algorithms

Autorzy Sachs, E. W.  Sachs, S. M. 
Treść / Zawartość
Warianty tytułu
Języki publikacji EN
EN In this paper we develop a general convergence theory for nonmonotone line searches in optimization algorithms. The advantage of this theory is that it is applicable to various step size rules that have been published in the past decades. This gives more insight into the structure of these step size rules and points to several relaxations of the hypotheses. Furthermore, it can be used in the framework of discretized infinite-dimensional optimization problems like optimal control problems and ties the discretized problems to the original problem formulation.
Słowa kluczowe
EN line search   nonmonotone   Armijo's rule  
Wydawca Systems Research Institute, Polish Academy of Sciences
Czasopismo Control and Cybernetics
Rocznik 2011
Tom Vol. 40, no 4
Strony 1059--1075
Opis fizyczny Bibliogr. 9 poz.
autor Sachs, E. W.
autor Sachs, S. M.
  • FB IV - Mathematik, Universitat Trier, Germany
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