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On the asymptotic convergence and acceleration of gradient methods

math.OC · 2019-08-19 · conditional · novelty 6.0

For a family of gradient methods on quadratics, the iterates asymptotically zigzag between the extreme eigenvectors; a new stepsize converging to 1/λn breaks the zigzag and yields a competitive periodic method.

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  • On the asymptotic convergence and acceleration of gradient methods math.OC · 2019-08-19 · conditional · none · ref 8

    For a family of gradient methods on quadratics, the iterates asymptotically zigzag between the extreme eigenvectors; a new stepsize converging to 1/λn breaks the zigzag and yields a competitive periodic method.