Error bounds and convergence analysis of feasible descent methods: A general approach

Error bounds and convergence analysis of feasible descent methods: A general approach

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Article ID: iaor19941169
Country: Switzerland
Volume: 46/47
Issue: 1/4
Start Page Number: 157
End Page Number: 178
Publication Date: Dec 1993
Journal: Annals of Operations Research
Authors: ,
Abstract:

The authors survey and extend a general approach to analyzing the convergence and the rate of convergence of feasible descent methods that does not require any nondegeneracy assumption on the problem. This approach is based on a certain error bound for estimating the distance to the solution set and is applicable to a broad class of methods.

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