CENTER FOR COMPUTATIONAL MATHEMATICS COLLOQUIUM
UNIVERSITY OF COLORADO AT DENVER
TITLE: A CYCLIC ITERATIVE CHEBYSHEV METHOD FOR
UNCONSTRAINED MINIMIZATION OF FUNCTIONS
SPEAKER: Abram Zhuzhunashvili,
Muskhelishvili Institute of Computational Mathematics
of the Georgian Academy of Sciences. Tbilisi, Georgia
DATE: Monday, April 28, 1997
PLACE: Math Conference Room 626
UCD Building, 1250 14th St., Denver
TIME: noon (Refreshments served at 11:45 am)
ABSTRACT
A cyclic iterative Chebyshev method with the
stable realization of each calculation cycle is proposed.
The method is used for the unconstrained minimization of
twice continuously differentiable strongly convex functions.
The convergence rate of the method is studied. The criteria
of choosing the degree of the Chebyshev polynomials so as
to provide the same average convergence rate for quadratic
and nonquadratic objective functions are derived.