Doubly exponential convergence of the cyclic steepest descent method for strictly convex quadratics in arbitrary dimensions
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This arXiv paper investigates the cyclic steepest descent (CSD) method for strictly convex quadratic minimization problems. The CSD method performs j consecutive iterations using the exact steepest descent step size computed at the beginning of each cycle. The authors prove doubly exponential convergence of the cycle-starting gradient sequence for arbitrary dimensions, extending previous results that were restricted to two-dimensional cases. This theoretical contribution advances the understanding of optimization algorithms commonly used in scientific computing and machine learning training pipelines.
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