Abstract
None of the black-box methods considered so far are descent schemes. Only the steepest-descent method guarantees a decrease of the objective function at each iteration. However, it requires the complete knowledge of ∂ f, and can be unstable.
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© 2003 Springer-Verlag Berlin Heidelberg
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Bonnans, J.F., Gilbert, J.C., Lemaréchal, C., Sagastizábal, C.A. (2003). Bundle Methods. The Quest of Descent. In: Numerical Optimization. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-05078-1_9
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DOI: https://doi.org/10.1007/978-3-662-05078-1_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-00191-1
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