Convergence proof of minimization algorithms for nonconvex functions |
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Authors: | C Sutti |
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Institution: | (1) Mathematical Institute, University of Parma, Parma, Italy |
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Abstract: | In this paper, we prove a theorem of convergence to a point for descent minimization methods. When the objective function is differentiable, the convergence point is a stationary point. The theorem, however, is applicable also to nondifferentiable functions. This theorem is then applied to prove convergence of some nongradient algorithms. |
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Keywords: | Mathematical programming optimization theory minimization algorithms |
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