Speeding up the convergence of the Polyak's heavy ball algorithm

DOI10.1016/j.trmi.2018.03.006OpenAlexW2797048671MaRDI QIDQ1643948

Lela Alkhazishvili, Luka Gorgadze, Koba Gelashvili, Irina Khutsishvili

Publication date: 20 June 2018

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2018.03.006

zbMATH Keywords

nonlinear programmingnonlinear conjugate gradient methodsC++AMPLCGDESCENT-C-6.8knitromodified heavy ball algorithmvisual studio

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

Related Items

Unnamed Item

Uses Software

• KNITRO
• L-BFGS
• AMPL
• CUTEst
• GitHub

Cites Work

• On the limited memory BFGS method for large scale optimization
• Literate Programming
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• The Limited Memory Conjugate Gradient Method
• Some methods of speeding up the convergence of iteration methods
• Benchmarking optimization software with performance profiles.
• Unnamed Item
• Unnamed Item