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 Mat. Sb. (N.S.), 1984, Volume 124(166), Number 3(7), Pages 335–352 (Mi msb2056)

Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions

P. A. Vitushkin

Abstract: The convergence of certain minimization algorithms for strongly convex functions is investigated. Namely, convergence with the rate of a geometric progression is proved for the method of coordinatewise descent and one variant of the method of feasible directions. An estimate of the ratio of the progression in dependence on the number of variables is given for the method of coordinatewise descent.
Bibliography: 3 titles.

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English version:
Mathematics of the USSR-Sbornik, 1985, 52:2, 331–346

Bibliographic databases:

UDC: 519.615.7
MSC: Primary 26B25; Secondary 41A60, 49D07, 49D10, 65D15

Citation: P. A. Vitushkin, “Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions”, Mat. Sb. (N.S.), 124(166):3(7) (1984), 335–352; Math. USSR-Sb., 52:2 (1985), 331–346

Citation in format AMSBIB
\Bibitem{Vit84} \by P.~A.~Vitushkin \paper Estimates of the rate of convergence for certain minimization algorithms for strongly convex functions \jour Mat. Sb. (N.S.) \yr 1984 \vol 124(166) \issue 3(7) \pages 335--352 \mathnet{http://mi.mathnet.ru/msb2056} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=752225} \zmath{https://zbmath.org/?q=an:0583.90079|0562.90071} \transl \jour Math. USSR-Sb. \yr 1985 \vol 52 \issue 2 \pages 331--346 \crossref{https://doi.org/10.1070/SM1985v052n02ABEH002894}