A new gradient method via least change secant update
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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis
2011
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Online Access: | http://psasir.upm.edu.my/id/eprint/12746/1/A%20new%20gradient%20method%20via%20least%20change%20secant%20update.pdf |