Abstract
Powell has shown that the cyclic coordinate method with exact searches may not converge to a stationary point. In this note we consider a more general class of algorithms for unconstrained minimization, and establish their convergence under the assumption that the objective function has a unique minimum along any line.
Reference
M.J.D. Powell, “On search directions for minimization algorithms”,Mathematical Programming (1973) 193–201.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Bazaraa, M.S., Shetty, C.M. & Goode, J.J. On the convergence of a class of algorithms using linearly independent search directions. Mathematical Programming 18, 89–93 (1980). https://doi.org/10.1007/BF01588300
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01588300