Citation
Hong, Seng Sim and Wah, June Leong and Chuei, Yee Chen and Ibrahim, Siti Nur Iqmal
(2018)
Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization.
Numerical Algebra, Control and Optimization, 8 (3).
377 - 387.
ISSN 2155-3289, ESSN: 2155-3297
Abstract
In this paper, we aim to propose some spectral gradient methods via variational technique under log-determinant norm. The spectral parameters satisfy the modified weak secant relations that inspired by the multistep approximation for solving large scale unconstrained optimization. An executable code is developed to test the efficiency of the proposed method with spectral gradient method using standard weak secant relation as constraint. Numerical results are presented which suggest a better performance has been achieved.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science Institute for Mathematical Research |
| DOI Number: | https://doi.org/10.3934/naco.2018024 |
| Publisher: | AIMS |
| Keywords: | Modified weak secant relation; Spectral gradient methods; Log-determinant norm; Large scale; Unconstrained optimization. |
| Depositing User: | Mr. Sazali Mohamad |
| Date Deposited: | 17 Mar 2020 08:16 |
| Last Modified: | 17 Mar 2020 08:16 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psair.upmedu.my&doi= 10.3934/naco.2018024 |
| URI: | http://psasir.upm.edu.my/id/eprint/75051 |
| Statistic Details: | View Download Statistic |
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