On the best choice of a damping sequence in iterative optimization methods.

Vaserstein, Leonid N.. "On the best choice of a damping sequence in iterative optimization methods.." Publicacions Matemàtiques 32.2 (1988): 275-287. <http://eudml.org/doc/41060>.

@article{Vaserstein1988,
abstract = {Some iterative methods of mathematical programming use a damping sequence \{αt\} such that 0 ≤ αt ≤ 1 for all t, αt → 0 as t → ∞, and Σ αt = ∞. For example, αt = 1/(t+1) in Brown's method for solving matrix games. In this paper, for a model class of iterative methods, the convergence rate for any damping sequence \{αt\} depending only on time t is computed. The computation is used to find the best damping sequence.},
author = {Vaserstein, Leonid N.},
journal = {Publicacions Matemàtiques},
keywords = {Métodos iterativos; Funciones convexas; Sucesión óptima; damping sequence; convergence rate},
language = {eng},
number = {2},
pages = {275-287},
title = {On the best choice of a damping sequence in iterative optimization methods.},
url = {http://eudml.org/doc/41060},
volume = {32},
year = {1988},
}

TY - JOUR
AU - Vaserstein, Leonid N.
TI - On the best choice of a damping sequence in iterative optimization methods.
JO - Publicacions Matemàtiques
PY - 1988
VL - 32
IS - 2
SP - 275
EP - 287
AB - Some iterative methods of mathematical programming use a damping sequence {αt} such that 0 ≤ αt ≤ 1 for all t, αt → 0 as t → ∞, and Σ αt = ∞. For example, αt = 1/(t+1) in Brown's method for solving matrix games. In this paper, for a model class of iterative methods, the convergence rate for any damping sequence {αt} depending only on time t is computed. The computation is used to find the best damping sequence.
LA - eng
KW - Métodos iterativos; Funciones convexas; Sucesión óptima; damping sequence; convergence rate
UR - http://eudml.org/doc/41060
ER -