Abstract generalized epsilon-descent algorithm

Authors

  • Estéfany Castillo Ventura Universidad Nacional Mayor de San Marcos, Facultad de Matemáticas. Lima, Peru https://orcid.org/0000-0001-6502-2356
  • Erik Alex Papa Quiroz Universidad Nacional Mayor de San Marcos, Facultad de Matemáticas. Lima, Peru

DOI:

https://doi.org/10.15381/pesquimat.v25i2.24364

Keywords:

Non-smooth optimization, non-convex optimization, coercive function, descent methods, relative error, scalar errors

Abstract

Given the problem of minimizing a possibly non-convex and non-smooth function in Euclidean space, we present an abstract generalized ϵ-descent algorithm. This algorithm is motivated by the abstract convergence of descent methods introduced by Attouch et al. section 2 (Math Program Ser A, 137: 91-129, 2013) with one essential difference, we consider scalar errors in each approximation. As a result, we obtain that all accumulation points of the sequences generated by algorithms satisfying the conditions of the abstract algorithm are generalized critical limit points.

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Published

2022-12-30

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Section

Artículos originales

How to Cite

Abstract generalized epsilon-descent algorithm. (2022). Pesquimat, 25(2), 70-91. https://doi.org/10.15381/pesquimat.v25i2.24364