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: | Yang X.G. |
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.