Global convergence rates for descent algorithms: Improved results for strictly convex problems |
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| Authors: | J C Allwright |
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| Institution: | (1) Department of Computing and Control, Imperial College of Science and Technology, London, England |
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| Abstract: | Convergence to the minimal value is studied for the important type of descent algorithm which, at each interation, uses a search direction making an angle with the negative gradient which is smaller than a prespecified angle. Improvements on existing convergence rate results are obtained.Paper received on 4 October, 1977; in revised form, April 3, 1978 |
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| Keywords: | Convex programming descent algorithms convergence rates for optimization algorithms |
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