Implementation of new algorithm for steepest descent method

Küçük Resim Yok

Tarih

2009

Dergi Başlığı

Dergi ISSN

Cilt Başlığı

Yayıncı

Maltepe Üniversitesi

Erişim Hakkı

CC0 1.0 Universal
info:eu-repo/semantics/openAccess

Araştırma projeleri

Organizasyon Birimleri

Dergi sayısı

Özet

Exact line searches along each steepest descent direction converge very slowly. Barzilai and Borwein suggested two stepsizes that ensures superlinear convergence and performs quite well. Barzilai-Borwein method is not monotone, thus it is not easy to be generalized for general nonlinear functions. A new stepsize enables fast convergence and possesses monotone property is proposed by Yuan. The new stepsize is modifled to obtain modifled new steepest descent method, which is for convex quadratic problems only is proposed by Yuan. The new steepest descent method uses the new stepsize after every m exact line search iterations. An algorithm for m=2 is proposed in this paper. We use quadratic functions to test the performance of our algorithm.

Açıklama

Anahtar Kelimeler

Steepest descent, Line search, Unconstrained optimization, Convergence, Monotone

Kaynak

International Conference of Mathematical Sciences

WoS Q Değeri

Scopus Q Değeri

Cilt

Sayı

Künye

Mamat, M., Yee, A. S. ve Mohd, I. (2009). Implementation of new algorithm for steepest descent method. Maltepe Üniversitesi. s. 287.