Vaserstein, L. N. On the best choice of a damping sequence in iterative optimization methods. (English) Zbl 0657.90100 Publ. Mat., Barc. 32, No. 2, 275-287 (1988). Some iterative methods of mathematical programming use a damping sequence \(\{\alpha_ t\}\) such that \(0\leq \alpha_ t\leq 1\) for all t, \(\alpha_ t\to 0\) as \(t\to \infty\), and \(\sum \alpha_ t=\infty\). For example, \(\alpha_ t=1/(t+1)\) in Brown’s method for solving matrix games. In this paper, for a model class of iterative methods, the convergence rate for any damping sequence \(\{\alpha_ t\}\) depending only on time t is computed. This computation is used to find the best damping sequence. MSC: 90C99 Mathematical programming 91A05 2-person games 65K05 Numerical mathematical programming methods Keywords:damping sequence; convergence rate PDFBibTeX XMLCite \textit{L. N. Vaserstein}, Publ. Mat., Barc. 32, No. 2, 275--287 (1988; Zbl 0657.90100) Full Text: DOI EuDML