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Journal of Optimization Theory and Applications

, Volume 91, Issue 1, pp 185–214 | Cite as

Perturbed steepest-descent technique in multiextremal problems

  • S. K. Zavriev
Contributed Papers
  • 58 Downloads

Abstract

The steepest-descent technique dealing with the perturbed values of the objective function and its gradients and with nonexact line searches is considered. Attention is given to the case where the perturbations do not decrease on the algorithm trajectories; the aim is to investigate how perturbations at every iteration of the algorithm perturb its original attractor set.

Based on the Liapunov direct method for attraction analysis of discrete-time processes, a sharp estimation of the attractor set generated by a perturbed steepest-descent technique with respect to the perturbation magnitudes is obtained. Some global optimization properties of finite-difference analogues of the gradient method are discovered. These properties are not inherent in methods which use exact gradients.

Key Words

Gradient methods Liapunov direct methods global optimization stability under perturbations 

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Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • S. K. Zavriev
    • 1
  1. 1.Faculty of Computational Mathematics and CyberneticsMoscow State UniversityMoscowRussia

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