Gradient algorithms for quadratic optimization with fast convergence rates

DOI10.1007/s10589-010-9319-5zbMath1262.90122OpenAlexW2077067982MaRDI QIDQ409265

Luc Pronzato, Anatoly 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

zbMATH Keywords

Chebyshev polynomialslogistic mapsteepest descentKrylov spacequadratic operatorconjugate gradient

Mathematics Subject Classification ID

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

Related Items (7)

Steepest descent method with random step lengths ⋮ An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost ⋮ Estimation of spectral bounds in gradient algorithms ⋮ Delayed Gradient Methods for Symmetric and Positive Definite Linear Systems ⋮ On the steplength selection in gradient methods for unconstrained optimization ⋮ A second-order gradient method for convex minimization ⋮ Level set of the asymptotic rate of convergence for the method of steepest descent

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• Topics in Advanced Econometrics
• Renormalised steepest descent in Hilbert space converges to a two-point attractor.

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