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arXiv · 1911.06072

A Generalized Worst-Case Complexity Analysis for Non-Monotone Line Searches

Geovani N. Grapiglia·Ekkehard W. Sachs
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Abstract

We study the worst-case complexity of a non-monotone line search framework that covers a wide variety of known techniques published in the literature. In this framework, the non-monotonicity is controlled by a sequence of nonnegative parameters. We obtain complexity bounds to achieve approximate first-order optimality even when this sequence is not summable.

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Geovani N. Grapiglia, Ekkehard W. Sachs. 2019-11-14. A Generalized Worst-Case Complexity Analysis for Non-Monotone Line Searches. https://doi.org/10.1007/s11075-020-00987-6

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