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A family of spectral gradient methods for optimization

文献类型：期刊论文

作者Dai, Yu-Hong1,3; Huang, Yakui2; Liu, Xin-Wei2
刊名COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
出版日期2019-09-01
卷号74期号:1页码:43-65
关键词Unconstrained optimization Steepest descent method Spectral gradient method R-linear convergence R-superlinear convergence
ISSN号0926-6003
DOI10.1007/s10589-019-00107-8
英文摘要We propose a family of spectral gradient methods, whose stepsize is determined by a convex combination of the long Barzilai-Borwein (BB) stepsize and the short BB stepsize. Each member of the family is shown to share certain quasi-Newton property in the sense of least squares. The family also includes some other gradient methods as its special cases. We prove that the family of methods is R-superlinearly convergent for two-dimensional strictly convex quadratics. Moreover, the family is R-linearly convergent in the any-dimensional case. Numerical results of the family with different settings are presented, which demonstrate that the proposed family is promising.
资助项目National Natural Science Foundation of China[11631013] ; National Natural Science Foundation of China[11701137] ; National Natural Science Foundation of China[11671116] ; National 973 Program of China[2015CB856002]
WOS研究方向Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000476600200002
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/35308]  
专题计算数学与科学工程计算研究所
通讯作者Huang, Yakui
作者单位1.Univ Chinese Acad Sci, Math Sci, Beijing 100049, Peoples R China
2.Hebei Univ Technol, Inst Math, Tianjin 300401, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Dai, Yu-Hong,Huang, Yakui,Liu, Xin-Wei. A family of spectral gradient methods for optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2019,74(1):43-65.
APA Dai, Yu-Hong,Huang, Yakui,&Liu, Xin-Wei.(2019).A family of spectral gradient methods for optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,74(1),43-65.
MLA Dai, Yu-Hong,et al."A family of spectral gradient methods for optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 74.1(2019):43-65.

入库方式： OAI收割

来源：数学与系统科学研究院

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