Directional descent

2024/08/26 by Young, Andrew J.
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2408.14308

Abstract

We identity the optimal non-infinitesimal direction of descent for a convex function. An algorithm is developed that can theoretically minimize a subset of (non-convex) functions.

Related

• Directional Subdifferentials at Infinity and Its Applications
• Directional derivatives and subdifferentials of set-valued convex functions
• Unconstrained optimization using the directional proximal point method
• Directional Smoothness and Gradient Methods: Convergence and Adaptivity
• Directional proximal point method for convex optimization