Abstract
This note gives a proof of convergence of a class of gradient-related minimization algorithms under slightly weaker conditions than were used in a recent paper (see Ref. 1) on the same subject.
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References
Sargent, R. W. H., andSebastian, D. J.,On the Convergence of Sequential Minimization Algorithms, Journal of Optimization Theory and Applications, Vol. 12, pp. 567–575, 1973.
Armijo, L.,Minimization of Functions Having Continuous Partial Derivatives, Pacific Journal of Mathematics, Vol. 16, pp. 1–3, 1966.
Polak, E.,Computational Methods in Optimization—A Unified Approach, Academic Press, New York, New York, 1971.
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Polak, E., Sargent, R.W.H. & Sebastian, D.J. On the convergence of sequential minimization algorithms. J Optim Theory Appl 14, 439–442 (1974). https://doi.org/10.1007/BF00933310
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DOI: https://doi.org/10.1007/BF00933310