A class of problems for which cyclic relaxation converges linearly

The method of cyclic relaxation for the minimization of a function depending on several variables cyclically updates the value of each of the variables to its optimum subject to the condition that the remaining variables are fixed. We present a simple and transparent proof for the fact that cyclic r...

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Veröffentlicht in:	Computational optimization and applications 2008-09, Vol.41 (1), p.53-60
Hauptverfasser:	Rautenbach, Dieter, Szegedy, Christian
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Convergence Convex and Discrete Geometry Management Science Mathematical analysis Mathematics Mathematics and Statistics Operations Research Operations Research/Decision Theory Optimization Statistics Variables
Online-Zugang:	Volltext
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