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Minimization of
functions having Lipschitz continuous first partial
derivatives
Larry Armijo |
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Vol. 16 (1966), No. 1, 1–3
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Abstract |
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A general convergence theorem for the gradient method is proved under hypotheses which are given below. It is then shown that the usual steepest descent and modified steepest descent algorithms converge under the same hypotheses. The modified steepest descent algorithm allows for the possibility of variable stepsize. |
Mathematical Subject Classification
Primary: 65.10
Secondary: 65.30
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Milestones
Received: 30 January 1964
Published: 1 January 1966
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Authors |
| Larry Armijo | |
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