Abstract
We survey and extend a general approach to analyzing the convergence and the rate of convergence of feasible descent methods that does not require any nondegeneracy assumption on the problem. This approach is based on a certain error bound for estimating the distance to the solution set and is applicable to a broad class of methods.
Original language | English (US) |
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Pages (from-to) | 157-178 |
Number of pages | 22 |
Journal | Annals of Operations Research |
Volume | 46-47 |
Issue number | 1 |
DOIs | |
State | Published - Mar 1993 |
Keywords
- Error bound
- feasible descent methods
- linear convergence