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Convergence proof of minimization algorithms for nonconvex functions
Authors:C Sutti
Institution:(1) Mathematical Institute, University of Parma, Parma, Italy
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.
Keywords:Mathematical programming  optimization theory  minimization algorithms
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