A new stepsize for gradient method via weak secant equation

Leong, Wah June (2007) A new stepsize for gradient method via weak secant equation. In: The 7th International Conference on Optimization : Techniques and Applications (ICOTA7), 12-15 December 2007, Kobe, Japan. (Unpublished)

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In this work we present a new technique for stepsize selection in the frame of gradient method. This new stepsize selection technique provides a different stepsize for every component of the negative gradient search. The algorithm then selects the stepsizes along the negative gradient using a new approximation of the Hessian based on the weak secant equation. The resulting algorithm belongs to the same class of gradient methods with linear convergence property. Some preliminary numerical results suggest that the algorithm compares favourably with the Barzilai-Borwein method.

Item Type:Conference or Workshop Item (Paper)
Keyword:Gradient methods, weak secant equation, linearly convergence, Barzilai-Borwein method
Faculty or Institute:Faculty of Science
ID Code:8781
Deposited By: Samsida Samsudin
Deposited On:17 Dec 2010 08:15
Last Modified:17 Dec 2010 08:17

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