On the Convergence of Descent Algorithms |
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Authors: | Jean-Paul Penot |
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Affiliation: | (1) Faculté des Sciences, Av. de l'Université, Mathématiques Appliquées, CNRS UPRES A 2055, 64000 PAU, France |
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Abstract: | It is proved that any cluster point of a sequence defined by a steepest descent algorithm in a general normed vector space is a critical point. The function is just assumed to be continuously differentiable. The class of algorithms we consider encompasses several choices such as the Cauchy steplength and the Curry steplength. |
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Keywords: | Cauchy method Curry step descent method gradient method |
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