Error bounds and convergence analysis of feasible descent methods: a general approach

Zhi Quan Luo, Paul Tseng

Research output: Contribution to journalArticlepeer-review

194 Scopus citations

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 languageEnglish (US)
Pages (from-to)157-178
Number of pages22
JournalAnnals of Operations Research
Volume46-47
Issue number1
DOIs
StatePublished - Mar 1993

Keywords

  • Error bound
  • feasible descent methods
  • linear convergence

Fingerprint Dive into the research topics of 'Error bounds and convergence analysis of feasible descent methods: a general approach'. Together they form a unique fingerprint.

Cite this