This article is cited in 6 papers

Convergence properties of the gradient method under conditions of variable-level inference

S. K. Zavriev

Moscow

Abstract: The method of steepest gradient descent is considered on the assumption that the values of the objective function and its gradients are computed inaccurately. The limit set of the trajectories of the method is determined. For some types of noise this set cannot be made smaller for any problem of the class under consideration.

UDC: 519.853.6

MSC: Primary 90C30; Secondary 90-08, 90C52

Received: 20.02.1989
Revised: 07.12.1989

 English version: USSR Computational Mathematics and Mathematical Physics, 1990, 30:4, 24–32

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