Descent methods with linesearch in the presence of perturbations (Q1360171)

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scientific article; zbMATH DE number 1034180
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Descent methods with linesearch in the presence of perturbations
scientific article; zbMATH DE number 1034180

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    Descent methods with linesearch in the presence of perturbations (English)
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    1997
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    The authors consider the class of descent algorithms for the unconstrained optimization problem \[ \min_{x\in\mathbb{R}^n} f(x), \] where \(f\in\mathbb{R}^n\to \mathbb{R}\) is a differentiable function with a Hölder continuous gradient, in the case when the gradient of the objective function is computed inexactly. A modified Armijo-type rule for computing the stepsize is proposed which guarantees that the algorithm obtains a reasonable approximate solution. The authors give neither applications nor examples for the algorithm.
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    linesearch
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    perturbations
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    descent algorithms
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    unconstrained optimization
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