The rate of convergence of the method of steepest descent in the constrained minimization problem

Volume: 15, Issue: 4, Pages: 29 - 45
Published: Jan 1, 1975
Abstract
null null THE RATE of convergence of the method of steepest descent, proposed by Zoutendijk and other authors, is investigated. An example is given, showing that, even with quite strong assumptions about the problem, this method is not in general convergent at the rate of a geometric progression. To avoid this drawback, a change in the construction of the controlling sequence is suggested. Under natural assumptions about the problem, the...
Paper Details
Title
The rate of convergence of the method of steepest descent in the constrained minimization problem
Published Date
Jan 1, 1975
Volume
15
Issue
4
Pages
29 - 45
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