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Persistent URL http://purl.org/net/epubs/work/63573
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Record Id 63573
Title On the complexity of the steepest-descent with exact linesearches
Contributors
Abstract The worst-case complexity of the steepest-descent algorithm with exact linesearches for unconstrained smooth optimization is analyzed, and it is shown that the number of iterations of this algorithm which may be necessary to find an iterate at which the norm of the objective function's gradient is less that a prescribed epsilon is, essentially, a multiple of 1/epsilon(superscript)2, as is the case for variants of the same algorithms using inexact linesearches.
Organisation CSE-NAG , SCI-COMP
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2012-015. 2012. RAL-TR-2012-015.pdf 2012
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