Resumen de On the best choice of a damping sequence in iterative optimization methods

Leonid Vaserstein

• Some iterative methods of mathematical programming use a damping sequence {at} such that 0 = at = 1 for all t, at ? 0 as t ? 8, and S at = 8. For example, at = 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 {at} depending only on time t is computed. The computation is used to find the best damping sequence.