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On the Convergence of Descent Algorithms
Authors:Jean-Paul Penot
Institution:(1) Faculté des Sciences, Av. de l'Université, Mathématiques Appliquées, CNRS UPRES A 2055, 64000 PAU, France
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.
Keywords:Cauchy method  Curry step  descent method  gradient method
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