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...
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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 |
| _version_ | 1825945103139602432 |
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| author | Leong, Wah June Abu Hassan, Malik |
| author_facet | Leong, Wah June Abu Hassan, Malik |
| author_sort | Leong, Wah June |
| collection | UPM |
| description | 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. |
| first_indexed | 2024-03-06T07:26:17Z |
| format | Article |
| id | upm.eprints-12746 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T07:26:17Z |
| publishDate | 2011 |
| publisher | Taylor & Francis |
| record_format | dspace |
| spelling | upm.eprints-127462015-10-05T00:45:04Z http://psasir.upm.edu.my/id/eprint/12746/ A new gradient method via least change secant update Leong, Wah June Abu Hassan, Malik 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. Taylor & Francis 2011-03 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/12746/1/A%20new%20gradient%20method%20via%20least%20change%20secant%20update.pdf 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 10.1080/00207161003770386 |
| spellingShingle | Leong, Wah June Abu Hassan, Malik A new gradient method via least change secant update |
| title | A new gradient method via least change secant update |
| title_full | A new gradient method via least change secant update |
| title_fullStr | A new gradient method via least change secant update |
| title_full_unstemmed | A new gradient method via least change secant update |
| title_short | A new gradient method via least change secant update |
| title_sort | new gradient method via least change secant update |
| url | http://psasir.upm.edu.my/id/eprint/12746/1/A%20new%20gradient%20method%20via%20least%20change%20secant%20update.pdf |
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