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Science Forum Index » Math - Numerical Analysis Forum » Steepest descent and Armijo rule
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| Guest |
 Posted: Wed May 09, 2007 4:10 pm |
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I know it is a theorem that the steepest descent method with inexact
Armijo line search converges if f: R^n -> R is convex and Lipschitz.
Are there any versions of this result for more general spaces? |
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| Peter Spellucci |
| Posted: Wed May 09, 2007 9:50 pm |
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Guest
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In article <1178745014.995587.158080@e51g2000hsg.googlegroups.com>,
toni.lassila@gmail.com writes:
Quote: I know it is a theorem that the steepest descent method with inexact
Armijo line search converges if f: R^n -> R is convex and Lipschitz.
Are there any versions of this result for more general spaces?
look here:
Luenberger, D.: optimization by vector space methods, Wiley 1968
(works in the general Hilbert space setting with no modification)
hth
peter |
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