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On the best choice of a damping sequence in iterative optimization methods.
Vaserstein, L. N.

Data: 1988
Resum: Some iterative methods of mathematical programming use a damping sequence {αt} such that 0 _< αt < 1 for all t, at - 0 as t - ∞, and Σαt = ∞. For example, αt = 1l(t + 1) in Brown's method for solving matrix games. In this paper, for a model class of iterative methods, the convergente rate for any damping sequence {αt}depending only on time t is computed. This computation is used to find the best damping sequence.
Drets: Tots els drets reservats.
Llengua: Anglès.
Document: article ; recerca ; publishedVersion
Publicat a: Publicacions Matemàtiques, V. 32 n. 2 (1988) p. 275-287, ISSN 0214-1493

DOI: 10.5565/PUBLMAT_32288_11


13 p, 294.2 KB

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