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de Klerk, E. (author), Glineur, François (author), Taylor, Adrien B. (author)
We consider the gradient (or steepest) descent method with exact line search applied to a strongly convex function with Lipschitz continuous gradient. We establish the exact worst-case rate of convergence of this scheme, and show that this worst-case behavior is exhibited by a certain convex quadratic function. We also give the tight worst-case...
journal article 2016