• 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