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Pàgina inicial > Articles > Articles publicats > On the best choice of a damping sequence in iterative optimization methods |
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 ; Versió publicada |
Publicat a: | Publicacions matemàtiques, V. 32 n. 2 (1988) p. 275-287, ISSN 2014-4350 |
13 p, 294.2 KB |