ON THE CONVERGENCE OF MULTIPLICATIVE ITERATIVE ALGORITHMS WITH INEXACT LINE SEARCH  

ON THE CONVERGENCE OF MULTIPLICATIVE ITERATIVE ALGORITHMS WITH INEXACT LINE SEARCH

作  者:杨晓光 

出  处:《Acta Mathematicae Applicatae Sinica》1997年第4期337-341,共6页应用数学学报(英文版)

摘  要:This paper studies thee convergence properties of multiplicative iterative algorithms with inexact line search. We prove that the convergence can be guaranteed for a general form of line search rille, under the assumption of convexity of objective function or the assumption of convergence of the sequence generated by the algorithm. This answers an open problem put forward by lusem.This paper studies thee convergence properties of multiplicative iterative algorithms with inexact line search. We prove that the convergence can be guaranteed for a general form of line search rille, under the assumption of convexity of objective function or the assumption of convergence of the sequence generated by the algorithm. This answers an open problem put forward by lusem.

关 键 词:Multipl icative iterative algorithm inexact line search CONVERGENCE 

分 类 号:O229[理学—运筹学与控制论]

 

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