Algorithm for finding a solution to the inclusion 0 member of F(x)
Using the steepest-descent method combined with the Armijo stepsize rule, the authors give an algorithm for finding a solution to the inclusion 0 member of F(x), where F is a set-valued map with smooth support function. As an example, they consider the special case F(x) = g(x) + K, with K being a co...
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Veröffentlicht in: | Journal of optimization theory and applications 1990-01, Vol.67 (3), p.509-531 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | Using the steepest-descent method combined with the Armijo stepsize rule, the authors give an algorithm for finding a solution to the inclusion 0 member of F(x), where F is a set-valued map with smooth support function. As an example, they consider the special case F(x) = g(x) + K, with K being a convex cone and g a single-valued function. The relation between the present algorithm and that given by Burke and Han is also discussed. |
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ISSN: | 0022-3239 |