DocumentCode
3003967
Title
Stepsize analysis for descent methods
Author
Cohen, A.
Author_Institution
Systems Control, Inc.
fYear
1973
fDate
5-7 Dec. 1973
Firstpage
417
Lastpage
421
Abstract
The convergence rates of descent methods with different stepsize rules are compared. Among the stepsize rules considered are: constant stepsize, minimization along a line, Goldstein-Armijo rules, and stepsize equal to minimum of certain interpolatory polynomials. One of the major results shown is that the rate of convergence of descent methods with the Goldstein-Armijo stepsize rule can be made as close as desired to the rate of convergence of methods that require minimization along a line. Also, a descent algorithm that combines a Goldstein-Armijo stepsize rule with a secant-type step is presented. It is shown that this algorithm has a convergence rate equal to the convergence of descent methods that require minimization along a line and that, eventually (i.e. near the minimum), it does not require a search to determine an acceptable stepsize.
Keywords
Control systems; Variable speed drives;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1973.269201
Filename
4045114
Link To Document