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A step toward probabilistic analysis of simplex method convergence

โœ Scribed by Alex Orden


Publisher
Springer-Verlag
Year
1980
Tongue
English
Weight
442 KB
Volume
19
Category
Article
ISSN
0025-5610

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-step quadratic convergence of the MPRP
โœ Dong-Hui Li; Bo-Shi Tian ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 563 KB

It is well-known that the PRP conjugate gradient method with exact line search is globally and linearly convergent. If a restart strategy is used, the convergence rate of the method can be an n-step superlinear/quadratic convergence. Recently, Zhang et al. [L. Zhang, W. Zhou, D.H. Li, A descent modi