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The general convergence conditions for optimization algorithm modeled by point-to-set maps. (English) Zbl 0810.90118

Huard’s result on global convergence for a general algorithm (modeled by a point-to-set mapping) [see P. Huard, Math. Program. Study 10, 98- 103 (1979; Zbl 0401.90107)] is generalized in such a way that it may be used also for algorithms which include different point-to-set mappings at each iteration. Moreover, it is shown that this new result is also a generalization of Polak’s and Meyer’s convergence theorems.
Reviewer: R.Nehse (Ilmenau)

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods

Citations:

Zbl 0401.90107