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Basic Descent Methods

In: Linear and Nonlinear Programming

Author

Listed:
  • David G. Luenberger

    (Stanford University)

  • Yinyu Ye

    (Stanford University)

Abstract

We turn now to a description of the basic techniques used for iteratively solving unconstrained minimization problems. These techniques are, of course, important for practical application since they often offer the simplest, most direct alternatives for obtaining solutions; but perhaps their greatest importance is that they establish certain reference plateaus with respect to difficulty of implementation and speed of convergence. Thus in later chapters as more efficient techniques and techniques capable of handling constraints are developed, reference is continually made to the basic techniques of this chapter both for guidance and as points of comparison.

Suggested Citation

  • David G. Luenberger & Yinyu Ye, 2016. "Basic Descent Methods," International Series in Operations Research & Management Science, in: Linear and Nonlinear Programming, edition 4, chapter 0, pages 213-262, Springer.
    • Handle: RePEc:spr:isochp:978-3-319-18842-3_8
    DOI: 10.1007/978-3-319-18842-3_8
    as

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