Global convergence of SSM for minimizing a quadratic over a sphere.
William W. HagerSoonchul ParkPublished in: Math. Comput. (2005)
Keyphrases
- global convergence
- convex minimization
- globally convergent
- global optimum
- convergence analysis
- optimization methods
- convergence rate
- convergence speed
- constrained optimization problems
- coordinate ascent
- line search
- objective function
- particle swarm
- principal component analysis
- convex functions
- computational complexity
- step size
- newton method
- least squares