On the Linear Convergence of the Cauchy Algorithm for a Class of Restricted Strongly Convex Functions
Optimization and Control
2016-11-02 v1
Abstract
In this short note, we extend the linear convergence result of the Cauchy algorithm, derived recently by E. Klerk, F. Glineur, and A. Taylor, from the case of smooth strongly convex functions to the case of restricted strongly convex functions with certain form.
Keywords
Cite
@article{arxiv.1611.00090,
title = {On the Linear Convergence of the Cauchy Algorithm for a Class of Restricted Strongly Convex Functions},
author = {Hui Zhang},
journal= {arXiv preprint arXiv:1611.00090},
year = {2016}
}
Comments
6 pages