Stationarity and Convergence in Reduce-or-Retreat Minimization

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Stationarity and Convergence in Reduce-or-Retreat Minimization presents and analyzes a unifying framework for a wide variety of numerical methods in optimization. The author's "reduce-or-retreat" framework is a conceptual method-outline that covers any method whose iterations choose between reducing the objective in some way at a trial point, or retreating to a closer set of trial points. The alignment of various derivative-based methods within the same framework encourages the construction of new methods, and inspires new ...

Stationarity and Convergence in Reduce-or-Retreat Minimization 2012, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781461446415

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