Accession Number:
AD0650619
Title:
ON THE ASYMPTOTIC DIRECTIONS OF THE S-DIMENSIONAL OPTIMUM GRADIENT METHOD
Descriptive Note:
Technical rept.
Corporate Author:
STANFORD UNIV CA DEPT OF COMPUTER SCIENCE
Personal Author(s):
Report Date:
1967-04-13
Pagination or Media Count:
47.0
Abstract:
The optimum s-gradient method for minimizing a positive definite quadratic function fx on E sub n has long been known to converge for s or 1. For these s the author studies the directions from which the iterates x sub k approach their limit, and extends to s 1 a theory proved by Akaike for s 1. It is shown that fx sub k can never converge to its minimum value faster than linearly, except in degenerate cases where it attains the minimum in one step.
Descriptors:
Subject Categories:
- Theoretical Mathematics