Convergence Conditions for Ascent Methods
Abstract¶
Liberal conditions on the steps of a “descent” method for finding extrema of a function are given; most known results are special cases.
Summary¶
Wolfe gives general step-size conditions for ascent and descent methods that guarantee convergence while allowing inexact line searches. These conditions became the Wolfe line-search conditions used throughout nonlinear optimization to balance sufficient improvement with curvature information.
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