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On the convergence of a class of algorithms using linearly independent search directions |
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| Authors: | Mokhtar S. Bazaraa C. M. Shetty Jamie J. Goode |
| Affiliation: | (1) School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA, USA;(2) School of Mathematics, Georgia Institute of Technology, Atlanta, GA, USA |
| Abstract: | Powell has shown that the cyclic coordinate method with exact searches may not converge to a stationary point. In this note we consider a more general class of algorithms for unconstrained minimization, and establish their convergence under the assumption that the objective function has a unique minimum along any line. |
| Keywords: | Cyclic Coordinate Method Independent Search Directions Cycling Unconstrained Minimization |
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