A short note on the Q-linear convergence of the steepest descent method
成果类型：
Article
署名作者：
Yuan, Ya-xiang
署名单位：
Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
刊物名称：
MATHEMATICAL PROGRAMMING
ISSN/ISSBN：
0025-5610
DOI：
10.1007/s10107-009-0267-8
发表日期：
2010
页码：
339-343
关键词：
摘要：
This short note gives the sharp bound for the Q-linear convergence rate of the iterates generated by the steepest descent method with exact line searches when the objective function is strictly convex quadratic.