Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions
Sbornik. Mathematics, Tome 52 (1985) no. 2, pp. 331-346
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The convergence of certain minimization algorithms for strongly convex functions is investigated. Namely, convergence with the rate of a geometric progression is proved for the method of coordinatewise descent and one variant of the method of feasible directions. An estimate of the ratio of the progression in dependence on the number of variables is given for the method of coordinatewise descent.
Bibliography: 3 titles.
@article{SM_1985_52_2_a3,
author = {P. A. Vitushkin},
title = {Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions},
journal = {Sbornik. Mathematics},
pages = {331--346},
publisher = {mathdoc},
volume = {52},
number = {2},
year = {1985},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_1985_52_2_a3/}
}
TY - JOUR AU - P. A. Vitushkin TI - Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions JO - Sbornik. Mathematics PY - 1985 SP - 331 EP - 346 VL - 52 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SM_1985_52_2_a3/ LA - en ID - SM_1985_52_2_a3 ER -
P. A. Vitushkin. Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions. Sbornik. Mathematics, Tome 52 (1985) no. 2, pp. 331-346. http://geodesic.mathdoc.fr/item/SM_1985_52_2_a3/