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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1984 Volume 124(166), Number 3(7), Pages 335–352 (Mi sm2056)

Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions

P. A. Vitushkin


Abstract: The convergence of certain minimization algorithms for strongly convex functions is investigated. Namely, convergence with the rate of a geometric progression is proved for the method of coordinatewise descent and one variant of the method of feasible directions. An estimate of the ratio of the progression in dependence on the number of variables is given for the method of coordinatewise descent.
Bibliography: 3 titles.

UDC: 519.615.7

MSC: Primary 26B25; Secondary 41A60, 49D07, 49D10, 65D15

Received: 21.04.1983


 English version:
Mathematics of the USSR-Sbornik, 1985, 52:2, 331–346

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© Steklov Math. Inst. of RAS, 2024