On the Convergence of Descent Algorithms

  • Authors:
  • Jean-Paul Penot

  • Affiliations:
  • Mathématiques Appliquées, CNRS UPRES A 2055, Faculté des Sciences, Av. de l'Université, 64000 PAU, France. jean-paul.penot@univ-pau.fr

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2002

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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.