The Steepest Descent Algorithm for Unconstrained ...
However, if A/a is large, then the convergence constant δ will be only slightly smaller than 1. Table 1 shows some sample values. Note that the number of iterations needed to reduce the optimality gap by a factor of 10 grows linearly in the ratio A/a. 4 Examples 4.1 Example 1: Typical Behavior Consider the function f (x1,x2)=5x2 1 + x22 +4x1x2 ...
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