The Convergence of a Class of Double-rank Minimization Algorithms
- 1 September 1970
- journal article
- research article
- Published by Oxford University Press (OUP) in IMA Journal of Applied Mathematics
- Vol. 6 (3) , 222-231
- https://doi.org/10.1093/imamat/6.3.222
Abstract
This paper presents a new minimization algorithm and discusses theoretically some of its properties when applied to quadratic functions. Results of comparative testing for a set of non-quadratic functions are described and reasons for the observed experimental behaviour are suggested.Keywords
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