Gradient methods exploiting spectral properties
نویسندگان
چکیده
منابع مشابه
Spectral Projected Gradient Methods
The poor practical behavior of (1)-(2) has been known for many years. If the level sets of f resemble long valleys, the sequence {xk} displays a typical zig-zagging trajectory and the speed of convergence is very slow. In the simplest case, in which f is a strictly convex quadratic, the method converges to the solution with a Q-linear rate of convergence whose factor tends to 1 when the conditi...
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Over the last two decades, it has been observed that using the gradient vector as a search direction in large-scale optimization may lead to efficient algorithms. The effectiveness relies on choosing the step lengths according to novel ideas that are related to the spectrum of the underlying local Hessian rather than related to the standard decrease in the objective function. A review of these ...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2020
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2020.1727476