Two Facts on the Convergence of the Cauchy Algorithm

C. C. Gonzaga
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C. C. Gonzaga: Federal University of Santa Catarina, Florianópolis

Journal of Optimization Theory and Applications, 2000, vol. 107, issue 3, No 9, 600 pages

Abstract: Abstract We discuss two issues related to the Cauchy algorithm. First, we use anArmijo search with constant α≥0.5 and show that the sequence isFejer convergent to the optimal set, and hence convergent. Second, we useexact line searches and show an example in which the sequence fails toconverge.

Keywords: Cauchy method; steepest descent; convex programming; nonlinear programming (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1026451300170

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