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
Hauptverfasser: Dien, P H, Phung, H T
Format: Artikel
Sprache:eng
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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.
ISSN:0022-3239