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系统科学与数学 1991
ON THE CONVERGENCE OF MONOTONIC OPTIMIZATION ALGORITHMS
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Abstract:
Zangwill is the first who described optimization algorithms by introducing point-to-setmaps,thanks to which he has also established a unified approach to convergence study.Con-sequently,various concept algorithm models and corresponding convergence conditions areproposed.This paper gives a set of new conditions for optimization algorithms with monoto-nic property;still more it is proved that the newly-proposed conditions are weaker thanmany existing ones.Finally,it is demonstrated that Rosen's method is convergent by justifyingthat it satisfies new conditions.