In recent years several proposals for the step-size selection have largely improved the gradient methods, in the case of both constrained and unconstrained nonlinear optimization. We introduce a new step-size rule with some crucial properties. We design step-size selection strategies where the new rule and a standard Barzilai-Borwein (BB) rule can be adaptively alternated to get meaningful convergence rate improvements in comparison with other BB-like gradient schemes.

On adaptive step-size selections in gradient methods

ZANGHIRATI, Gaetano
2007

Abstract

In recent years several proposals for the step-size selection have largely improved the gradient methods, in the case of both constrained and unconstrained nonlinear optimization. We introduce a new step-size rule with some crucial properties. We design step-size selection strategies where the new rule and a standard Barzilai-Borwein (BB) rule can be adaptively alternated to get meaningful convergence rate improvements in comparison with other BB-like gradient schemes.
2007
Gradient methods; unconstrained convex quadratic; Barzilai-Borwein.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/523195
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