Haycroft, Rebecca, Pronzato, Luc, Wynn, Henry P. 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 |
| Library of Congress subject classification: | Q Science > QA Mathematics |
| Sets: | Research centres and groups > Centre for the Analysis of Time Series (CATS) Research centres and groups > Decision Support and Risk Group (DSRG) |
| Date Deposited: | 26 Feb 2014 13:19 |
| URL: | http://eprints.lse.ac.uk/55874/ |
Actions (login required)
 |
Record administration - authorised staff only |
