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Abstract generalized epsilon-descent algorithm

Authors :
Ventura, Estefany Castillo
Papa Quiroz, Erik Alex
Ventura, Estefany Castillo
Papa Quiroz, Erik Alex
Source :
RAIRO - Operations Research; July 2024, Vol. 58 Issue: 4 p3417-3438, 22p
Publication Year :
2024

Abstract

Given the problem of minimizing a possibly nonconvex and nonsmooth function in a real Hilbert space, we present a generalized epsilon-descent algorithm motivated from the abstract descent method introduced by Attouch et al. [Math. Program. 137 (2013) 91–129] with two essential additions, we consider scalar errors on the sufficient descent condition, as well as, on the relative inexact optimality condition. Under general conditions on the function to be minimized, we obtain that all accumulation points of the sequences generated by the algorithm, if they exist, are generalized critical limit points of the objective function.

Details

Language :
English
ISSN :
03990559 and 12903868
Volume :
58
Issue :
4
Database :
Supplemental Index
Journal :
RAIRO - Operations Research
Publication Type :
Periodical
Accession number :
ejs67299206
Full Text :
https://doi.org/10.1051/ro/2024060