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Abstract: The descent auxiliary problem method allows one to find the solution of minimization problems by solving a sequence of auxiliary problems which incorporate a linesearch strategy. We derive the basic algorithm and study its convergence properties within the framework of infinite dimensional pseudoconvex minimization. We also introduce a partial descent type auxiliary problem method which partially linearizes the objective functional and includes the auxiliary term only for of subset of... (Update)
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.... convergence analyses are, in all cases, more limited and weaker than ours; examples of such frameworks include those in [DFL86, LaM90, Tse91, Mig94, ZhM95]. Applications of the convergence analysis of the CA method to differentiable optimization can be found in [Pat93b, Pat93c]...
.... s modified projection method [7] the general descent method of Zhu and Marcotte [17] and the auxiliary principle descent method [2] [16]. The first three of these methods have so far been only proposed for finite dimensional spaces. The remainder of the paper will address the...
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BibTeX entry: (Update)
D. Zhu and P. Marcotte, Coupling the auxiliary problem principle with descent methods of pseudoconvex programming, European J. Oper. Res., 83 (1995), pp. 670--685. http://citeseer.ist.psu.edu/zhu98coupling.html More
@misc{ zhu95coupling,
author = "D. Zhu and P. Marcotte",
title = "Coupling the auxiliary problem principle with descent methods of pseudoconvex
programming",
text = "D. Zhu and P. Marcotte, Coupling the auxiliary problem principle with descent
methods of pseudoconvex programming, European J. Oper. Res., 83 (1995),
pp. 670--685.",
year = "1995",
url = "citeseer.ist.psu.edu/zhu98coupling.html" }
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