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

  • Elizabeth Wegner Karas
  • Ademir A. Ribeiro
  • Alessandra M. Mota
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , Short URL: https://optimization-online.org/?p=9748

    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.

    Citation

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

    Article

    Download

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