UPM Institutional Repository

A new gradient method via least change secant update


Citation

Leong, Wah June and Abu Hassan, Malik (2011) A new gradient method via least change secant update. International Journal of Computer Mathematics, 88 (4). pp. 816-828. ISSN 0020-7160; ESSN: 1029-0265

Abstract

The Barzilai–Borwein (BB) gradient method is favourable over the classical steepest descent method both in theory and in real computations. This method takes a ‘fixed’ step size rather than following a set of line search rules to ensure convergence. Along this line, we present a new approach for the two-point approximation to the quasi-Newton equation within the BB framework on the basis of a well-known least change result for the Davidon–Fletcher–Powell update and propose a new gradient method that belongs to the same class of BB gradient method in which the line search procedure is replaced by a fixed step size. Some preliminary numerical results suggest that improvements have been achieved.


Download File

[img]
Preview
PDF (Abstract)
A new gradient method via least change secant update.pdf

Download (179kB) | Preview

Additional Metadata

Item Type: Article
Divisions: Faculty of Science
DOI Number: https://doi.org/10.1080/00207161003770386
Publisher: Taylor & Francis
Keywords: Gradient methods; Barzilai–Borwein method; Conjugate gradient method; Quasi-Newton equation; Least change update
Depositing User: Nurul Ainie Mokhtar
Date Deposited: 29 May 2015 07:06
Last Modified: 05 Oct 2015 00:45
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/00207161003770386
URI: http://psasir.upm.edu.my/id/eprint/12746
Statistic Details: View Download Statistic

Actions (login required)

View Item View Item