• Login
    View Item 
    •   MINDS@UW Home
    • MINDS@UW Madison
    • College of Letters and Science, University of Wisconsin–Madison
    • Department of Computer Sciences, UW-Madison
    • CS Technical Reports
    • View Item
    •   MINDS@UW Home
    • MINDS@UW Madison
    • College of Letters and Science, University of Wisconsin–Madison
    • Department of Computer Sciences, UW-Madison
    • CS Technical Reports
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    The Validity of a Family of Optimization Methods

    Thumbnail
    File(s)
    TR28.pdf (2.095Mb)
    Date
    1968
    Author
    Meyer, Robert R.
    Publisher
    University of Wisconsin-Madison Department of Computer Sciences
    Metadata
    Show full item record
    Abstract
    A family of iterative optimization methods, which includes most of the well-known algorithms of mathematical programming, is described and analyzed with respect to the properties of its accumulation points. It is shown that these accumulation points have desirable properties under appropriate assumptions on a relevant point-to-set mapping. The conditions under which these assumptions hold are than discussed for a number of algorithms, including steepest descent, the Frank-Wolfe method, feasible direction methods, and some second-order methods. Five algorithms for a special class of nonconvex problems are also analyzed in the same manner. Finally, it is shown that the results can be extended to the case in which the subproblems constructed are only approximately solved and to algorithms which are composites of two or more algorithms.
    Permanent Link
    http://digital.library.wisc.edu/1793/57508
    Type
    Technical Report
    Citation
    TR28
    Part of
    • CS Technical Reports

    Contact Us | Send Feedback
     

     

    Browse

    All of MINDS@UWCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

    My Account

    Login

    Contact Us | Send Feedback