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Full Record Details
DOI
10.5286/raltr.2012015
Persistent URL
http://purl.org/net/epubs/work/63573
Record Status
Checked
Record Id
63573
Title
On the complexity of the steepest-descent with exact linesearches
Contributors
C Cartis
,
NIM Gould (STFC Rutherford Appleton Lab.)
,
PL Toint
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
Keywords
Funding Information
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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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