On the Relationship between the Convergence Rates of Iterative and Continuous Processes
Considering iterative sequences that arise when approximate solutions $x_k$ to a numerical problem are updated by $x_{k+1} = x_k+v(x_k)$, where $v$ is a differentiable vector field, we derive necessary and sufficient conditions for such discrete processes to converge to a stationary point of $v$ at...
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Veröffentlicht in: | SIAM journal on optimization 2007-01, Vol.18 (1), p.52-64 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | Considering iterative sequences that arise when approximate solutions $x_k$ to a numerical problem are updated by $x_{k+1} = x_k+v(x_k)$, where $v$ is a differentiable vector field, we derive necessary and sufficient conditions for such discrete processes to converge to a stationary point of $v$ at different Q-rates in terms of a similar notion of fast convergence for the corresponding continuous processes. |
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ISSN: | 1052-6234 1095-7189 |
DOI: | 10.1137/040620631 |