Haycroft, Rebecca, Pronzato, Luc, Wynn, Henry P. 
ORCID: 0000-0002-6448-1080 and Zhigljavski, Anthony
(2008)
Optimal experimental design and quadratic optimisation.
Tatra Mountains Mathematical Publications, 29.
pp. 115-123.
ISSN 1210-3195
Abstract
A well known gradient-type algorithm for solving quadratic opti- mization problems is the method of Steepest Descent. Here the Steepest Descent algorithm is generalized to a broader family of gradient algorithms, where the step-length γk is chosen in accordance with a particular procedure. The asymp- totic rate of convergence of this family is studied. To facilitate the investigation we re-write the algorithms in a normalized form which enables us to exploit a link with the theory of optimum experimental design.
| Item Type: | Article |
|---|---|
| Official URL: | http://tatra.mat.savba.sk/ |
| Additional Information: | © 2008 The Authors |
| Divisions: | Centre for Analysis of Time Series |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 26 Feb 2014 13:19 |
| Last Modified: | 11 Dec 2024 23:27 |
| URI: | http://eprints.lse.ac.uk/id/eprint/55874 |
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