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JOURNALS // Matematicheskoe modelirovanie // Archive

Matem. Mod., 2008 Volume 20, Number 9, Pages 94–104 (Mi mm2685)

On convergence of truncated gradient methods

M. E. Igla, N. N. Kalitkin

Institute for Mathematical Modelling, Russian Academy of Sciences

Abstract: Convergence of different variants of gradient iterative methods was investigated. The resulting method is about twice faster then previously proposed methods. Trajectory of these methods in multidimentional space, were found. It accurate, that convergence of truncated iterative method is almost optimal among explicit one-stepped methods.

Received: 03.12.2007



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