Coupling the Auxiliary Problem Principle with Descent Methods of Pseudoconvex Programming

@inproceedings{Marcotte1998CouplingTA,
  title={Coupling the Auxiliary Problem Principle with Descent Methods of Pseudoconvex Programming},
  author={Patrice Marcotte},
  year={1998}
}
The descent auxiliary problem method allows one to nd 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 innnite 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 variables… CONTINUE READING