Yu Li

A counterexample to R-superlinear convergence of cyclic steepest descent

Cyclic steepest descent recomputes an exact steepest-descent stepsize once per cycle and reuses it for m updates. Dai's ICM 2022 survey states that this method is likely to converge R-superlinearly on n-dimensional convex quadratics when m is at least (n+1)/2. We show that the co...