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
Hauptverfasser: Hauser, Raphael, Nedić, Jelena
Format: Artikel
Sprache:eng
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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.
ISSN:1052-6234
1095-7189
DOI:10.1137/040620631