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

Publicacions Matemàtiques (1988)

- Volume: 32, Issue: 2, page 275-287
- ISSN: 0214-1493

## Access Full Article

top## Abstract

top## How to cite

topVaserstein, 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 -

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.