Analysis of the gradient method with an Armijo–Wolfe line search on a class of non-smooth convex functions
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چکیده
منابع مشابه
Analysis of the Gradient Method with an Armijo-Wolfe Line Search on a Class of Nonsmooth Convex Functions
It has long been known that the gradient (steepest descent) method may fail on nonsmooth problems, but the examples that have appeared in the literature are either devised specifically to defeat a gradient or subgradient method with an exact line search or are unstable with respect to perturbation of the initial point. We give an analysis of the gradient method with steplengths satisfying the A...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2019
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2019.1673388