Gradient algorithms for quadratic optimization with fast convergence rates
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Publication:409265
DOI10.1007/S10589-010-9319-5zbMATH Open1262.90122OpenAlexW2077067982MaRDI QIDQ409265FDOQ409265
Authors: Luc Pronzato, A. Zhigljavsky 
Publication date: 12 April 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://orca.cardiff.ac.uk/15200/1/chebyshev-V3_revised.pdf
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Cites Work
- Two-Point Step Size Gradient Methods
- Topics in Advanced Econometrics
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- On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method
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- A new gradient method with an optimal stepsize property
- On the asymptotic directions of the s-dimensional optimum gradient method
- Asymptotic behaviour of a family of gradient algorithms in \(\mathbb R^{ d }\) and Hilbert spaces
- Studying convergence of gradient algorithms via optimal experimental design theory
- A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
- Renormalised steepest descent in Hilbert space converges to a two-point attractor.
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Cited In (12)
- Studying convergence of gradient algorithms via optimal experimental design theory
- Delayed Gradient Methods for Symmetric and Positive Definite Linear Systems
- Asymptotic behaviour of a family of gradient algorithms in \(\mathbb R^{ d }\) and Hilbert spaces
- Steepest descent method with random step lengths
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- A second-order gradient method for convex minimization
- On the steplength selection in gradient methods for unconstrained optimization
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- An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost
- A gradient method exploiting the two dimensional quadratic termination property
- Level set of the asymptotic rate of convergence for the method of steepest descent
- Estimation of spectral bounds in gradient algorithms
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