论文信息 - On the asymptotic directions of thes-dimensional optimum gradient method

On the asymptotic directions of thes-dimensional optimum gradient method

The optimums-gradient method for minimizing a positive definite quadratic functionf(x) onEn has long been known to converge fors ≧+1. For theses the author studies the directions from which the iteratesxk approach their limit, and extends tos>1 a theory proved byAkaike fors=1. It is shown thatf (xk) can never converge to its minimum value faster than linearly, except in degenerate cases where it attains the minimum in one step.

G. Forsythe

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