• DocumentCode
    3053094
  • Title

    Convergence rates of Quasi-Newton algorithms for some non-smooth optimization problems

  • Author

    Sachs, E.

  • Author_Institution
    North Carolina State University, Raleigh, North Carolina
  • fYear
    1983
  • fDate
    - Dec. 1983
  • Firstpage
    913
  • Lastpage
    918
  • Abstract
    In this paper we consider a class of nonsmooth optimization problems and investigate an algorithm which makes use of approximations of the derivative. We study a growth condition on the objective and various conditions on the step-sizes and the Quasi-Newton operators to obtain linear, superlinear and quadratic rates of convergence. These results are applied to a class of Broyden updates and two inexact step-size rules.
  • Keywords
    Chebyshev approximation; Constraint optimization; Convergence of numerical methods; Differential equations; Integral equations; Linear approximation; Mathematics; Partial differential equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1983. The 22nd IEEE Conference on
  • Conference_Location
    San Antonio, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1983.269656
  • Filename
    4047687
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3053094