Basic Descent Methods

David G. Luenberger and Yinyu Ye
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David G. Luenberger: Stanford University
Yinyu Ye: Stanford University

Chapter Chapter 8 in Linear and Nonlinear Programming, 2016, pp 213-262 from Springer

Abstract: Abstract We turn now to a description of the basic techniques used for iteratively solving unconstrained minimization problems. These techniques are, of course, important for practical application since they often offer the simplest, most direct alternatives for obtaining solutions; but perhaps their greatest importance is that they establish certain reference plateaus with respect to difficulty of implementation and speed of convergence. Thus in later chapters as more efficient techniques and techniques capable of handling constraints are developed, reference is continually made to the basic techniques of this chapter both for guidance and as points of comparison.

Keywords: Three-point Pattern; Self-concordant Functions; Line Search; Coordinate Descent; Phase Damping (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-3-319-18842-3_8

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