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Particular Reduce-or-Retreat Methods

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Stationarity and Convergence in Reduce-or-Retreat Minimization

Part of the book series: SpringerBriefs in Optimization ((BRIEFSOPTI))

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Abstract

Four particular examples of methods within our framework are explored in detail, including generalized line-search and trust-region methods, as well as a general pattern-search method and the classic Nelder–Mead method. In each case, we consider descent, and develop conditions ensuring lower-diminishing target-gaps and an approach to stationarity.

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Authors and Affiliations

  1. Department of Mathematics, Bowdoin College, Brunswick, ME, USA

    Adam B. Levy

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  1. Adam B. Levy
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© 2012 Adam B. Levy

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Levy, A.B. (2012). Particular Reduce-or-Retreat Methods. In: Stationarity and Convergence in Reduce-or-Retreat Minimization. SpringerBriefs in Optimization. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4642-2_2

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