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.