English

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

Optimization and Control 2021-05-25 v2

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.

Cite

@article{arxiv.1911.06072,
  title  = {A Generalized Worst-Case Complexity Analysis for Non-Monotone Line Searches},
  author = {Geovani N. Grapiglia and Ekkehard W. Sachs},
  journal= {arXiv preprint arXiv:1911.06072},
  year   = {2021}
}
R2 v1 2026-06-23T12:15:45.917Z