ISSN:
1436-4646
Keywords:
Conjugate
;
Convergence
;
Exact Line-search
;
Optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Examples are given in which quasi-Newton and other conjugate descent algorithms fail to converge to a minimum of the object function. In the first there is convergence to a point where the gradient is infinite; in the second, a region characterized by a fine terraced structure causes the iterates to spiral indefinitely. A modification of the second construction gives convergence to a point where the gradient is non-zero, but the gradient is not continuous at this point. The implication of these examples is discussed.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01593803
Permalink