Optimization Online


On the convergence rate of the Cauchy algorithm in the l2 norm

Elizabeth W. Karas (karas***at***mat.ufpr.br)
Alessandra M. Mota (ammota***at***uepg.br)
Ademir A. Ribeiro (ademir***at***mat.ufpr.br)

Abstract: This paper presents a convergence rate for the sequence generated by the Cauchy algorithm. The method is applied to a convex quadratic function with exact line search. Instead of using the norm induced by the hessian matrix, the q-linear convergence is shown for the l2 (or Euclidean) norm.

Keywords: Cauchy method, steepest descent, q-linear convergence

Category 1: Nonlinear Optimization

Category 2: Nonlinear Optimization (Unconstrained Optimization )

Citation: Tecnhical Report, Dep. Mathematics, Federal University of Paraná, CP 19081, Curitiba - PR, Brazil, CEP 81531-980. May, 2005.

Download: [Postscript][PDF]

Entry Submitted: 05/16/2005
Entry Accepted: 05/16/2005
Entry Last Modified: 05/16/2005

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society