Some convergence properties of the steepest descent algorithm revealed by renormalisation.

zbMATH Open1049.90131MaRDI QIDQ2768064FDOQ2768064

Authors: Luc Pronzato, Henry P. Wynn, A. Zhigljavsky 

Publication date: 2001

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zbMATH Keywords

asymptotic behaviourattractorrelaxation

Mathematics Subject Classification ID

Quadratic programming (90C20) Methods of reduced gradient type (90C52)

Cited In (5)

• Renormalised steepest descent in Hilbert space converges to a two-point attractor.
• The chaotic nature of faster gradient descent methods
• On initial point selection of the steepest descent algorithm for general quadratic functions
• On the behavior of the gradient norm in the steepest descent method
• Studying the rate of convergence of the steepest descent optimisation algorithm with relaxation

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