A Generalized Worst-Case Complexity Analysis for Non-Monotone Line Searches (1911.06072v2)

Published 14 Nov 2019 in math.OC

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.

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