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Reports (Research Report) Year : 1995

Proximal-Point Algorithm for Minimizing Quadratic Functions

Abstract

The proximal-point algorithm is studied in the framework of the minimization of a quadratic function. In this context it can also be used to compute the least eigenvalue of the hessian and an associated eigenvector. The speed of convergence is analysed and a connection with the power method is pointed out. A modified algorithm with quadratic convergen- ce is studied. Numerical tests assess the theoretical results

Domains

Other [cs.OH]
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Dates and versions

inria-00074075 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00074075 , version 1

Cite

Guillaume Vige. Proximal-Point Algorithm for Minimizing Quadratic Functions. [Research Report] RR-2610, INRIA. 1995. ⟨inria-00074075⟩
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