unconstrained convex optimization problems - … convex optimization problems huanle xu april 9,...

Unconstrained convex optimization problems Huanle Xu * April 9, 2017 1 Basic Elements of Iterative Algorithms * Huanle Xu is with the College of Computer Science and Technology, Dongguan University of Technology. E-mail: {xuhl}@dgut.edu.cn. 1

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Unconstrained convex optimization problems

Huanle Xu ∗

April 9, 2017

1 Basic Elements of Iterative Algorithms

∗Huanle Xu is with the College of Computer Science and Technology, Dongguan University of Technology. E-mail:{xuhl}@dgut.edu.cn.

Page 2: Unconstrained convex optimization problems - … convex optimization problems Huanle Xu April 9, 2017 1 Basic Elements of Iterative Algorithms Huanle Xu is with the College of Computer

1.1 Choosing the search directions

Page 3: Unconstrained convex optimization problems - … convex optimization problems Huanle Xu April 9, 2017 1 Basic Elements of Iterative Algorithms Huanle Xu is with the College of Computer

1.2 Choosing the stepsize

1.3 Handing Constraints

2 Convergence Analysis of the Gradient Method

Page 4: Unconstrained convex optimization problems - … convex optimization problems Huanle Xu April 9, 2017 1 Basic Elements of Iterative Algorithms Huanle Xu is with the College of Computer

Page 5: Unconstrained convex optimization problems - … convex optimization problems Huanle Xu April 9, 2017 1 Basic Elements of Iterative Algorithms Huanle Xu is with the College of Computer

2.1 convergence behavior

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