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$R$ -linear convergence of limited memory steepest descent
The limited memory steepest descent method (LMSD) proposed by Fletcher is an extension of the Barzilai–Borwein 'two-point step size' strategy for steepest descent methods for solving unconstrained optimization problems. It is known that the Barzilai–Borwein strategy yields a method with an |$R$|-linear rate of convergence when it is employed to …