Gradient methods with adaptive step-sizes
文献类型：期刊论文
| 作者 | Zhou, Bin; Gao, Li; Dai, Yu-Hong
|
| 刊名 | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
 |
| 出版日期 | 2006-09-01 |
| 卷号 | 35期号:1页码:69-86 |
| 关键词 | linear system gradient method adaptive step-size Barzilai-Borwein method superlinear behavior trust-region approach |
| ISSN号 | 0926-6003 |
| DOI | 10.1007/s10589-006-6446-0 |
| 英文摘要 | Motivated by the superlinear behavior of the Barzilai-Borwein (BB) method for two-dimensional quadratics, we propose two gradient methods which adaptively choose a small step-size or a large step-size at each iteration. The small step-size is primarily used to induce a favorable descent direction for the next iteration, while the large step-size is primarily used to produce a sufficient reduction. Although the new algorithms are still linearly convergent in the quadratic case, numerical experiments on some typical test problems indicate that they compare favorably with the BB method and some other efficient gradient methods. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000240256500004 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/2503]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Zhou, Bin |
| 作者单位 | 1.Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China 2.Peking Univ, LMAM, Beijing 100871, Peoples R China 3.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhou, Bin,Gao, Li,Dai, Yu-Hong. Gradient methods with adaptive step-sizes[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2006,35(1):69-86. |
| APA | Zhou, Bin,Gao, Li,&Dai, Yu-Hong.(2006).Gradient methods with adaptive step-sizes.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,35(1),69-86. |
| MLA | Zhou, Bin,et al."Gradient methods with adaptive step-sizes".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 35.1(2006):69-86. |
入库方式： OAI收割
来源：数学与系统科学研究院
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