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One-Rank Linear Transformations and Fejer-Type Methods: An Overview

One-Rank Linear Transformations and Fejer-Type Methods: An Overview

Subgradient methods are frequently used for optimization problems. However, subgradient techniques are characterized by slow convergence for minimizing ravine convex functions. To accelerate subgradient methods, special linear non-orthogonal transformations of the original space are used. This paper provides an overview of these transformations based on Shor’s original idea. Two one-rank …