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.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE