MEASURING RATES OF CONVERGENCE OF NUMERICAL ALGORITHMS

被引：1
|
作者：
BARZILAI, J [1 ]
DEMPSTER, MAH [1 ]
机构：
[1] UNIV ESSEX,DEPT MATH,COLCHESTER CO4 3SQ,ESSEX,ENGLAND
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1993年 / 78卷 / 01期
关键词：
NUMERICAL ALGORITHMS; CONVERGENCE RATES; COMPARISON SEQUENCES;
D O I：
10.1007/BF00940703
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We analyze the behavior of common indices used in numerical linear algebra, analysis, and optimization to measure rates of convergence of an algorithm. A simple consistent axiomatic structure is used to uniquely define convergence rate measures on the basic linear, superlinear, and sublinear scales in terms of standard comparison sequences. Agreement with previously utilized indices and related measures is discussed.
引用
收藏
页码：109 / 125
页数：17
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