On spectral properties of steepest descent methods (Q2856627)

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scientific article; zbMATH DE number 6220960
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On spectral properties of steepest descent methods
scientific article; zbMATH DE number 6220960

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    On spectral properties of steepest descent methods (English)
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    30 October 2013
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    steepest descent methods
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    quadratic optimization
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    Hessian spectral properties
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    The investigation of second-order information provided by the step length for convex quadratic problems, moving from some theoretical properties of the steepest descent method, is presented, in order to improve its behavior. The obtained computational results are comparable with the results of the algorithm proposed by \textit{J. Barzilai} and \textit{J. M. Borwein} [IMA J. Numer. Anal. 8, No. 1, 141--148 (1988; Zbl 0638.65055)], with the further advantage of monotonic behavior.
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