Descent methods

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Abstract

In Chap. 9 we discussed optimality conditions, described a generic optimization algorithm and summarized several steplength algorithms, these being for univariate optimization.

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Cottle, R. W., & Thapa, M. N. (2017). Descent methods. In International Series in Operations Research and Management Science (Vol. 253, pp. 317–368). Springer New York LLC. https://doi.org/10.1007/978-1-4939-7055-1_10

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