A short note on the Q-linear convergence of the steepest descent method

doi:10.1007/s10107-009-0267-8

	A short note on the Q-linear convergence of the steepest descent method
	Yuan, Ya-xiang
	2010-06-01
发表期刊	MATHEMATICAL PROGRAMMING
ISSN	0025-5610
卷号	123 期号:2 页码:339-343
摘要	This short note gives the sharp bound for the Q-linear convergence rate of the iterates generated by the steepest descent method with exact line searches when the objective function is strictly convex quadratic.
关键词	Steepest descent Exact line search Q-linear Rate of convergence
DOI	10.1007/s10107-009-0267-8
语种	英语
资助项目	Chinese NSF[10831006] ; CAS[kjcx-yw-s7]
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
WOS类目	Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000275161200003
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/10551
专题	计算数学与科学工程计算研究所
通讯作者	Yuan, Ya-xiang
作者单位	Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, AMSS, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Yuan, Ya-xiang. A short note on the Q-linear convergence of the steepest descent method[J]. MATHEMATICAL PROGRAMMING,2010,123(2):339-343.
APA	Yuan, Ya-xiang.(2010).A short note on the Q-linear convergence of the steepest descent method.MATHEMATICAL PROGRAMMING,123(2),339-343.
MLA	Yuan, Ya-xiang."A short note on the Q-linear convergence of the steepest descent method".MATHEMATICAL PROGRAMMING 123.2(2010):339-343.