On the convergence of multiplicative iterative algorithms with inexact line search

On the convergence of multiplicative iterative algorithms with inexact line search

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Article ID: iaor19981937
Country: China
Volume: 13
Issue: 4
Start Page Number: 337
End Page Number: 341
Publication Date: Oct 1997
Journal: Acta Mathematicae Applicanda Sinica
Authors:
Abstract:

This paper studies the convergence properties of the multiplicative algorithm with inexact line search. We prove that convergence can be guaranteed for a general form of line search rule, under the assumption of convexity of objective function or the assumption of convergence of the sequence generated by the algorithm. This answers an open problem put forward by Iusem.

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