A harmonic framework for stepsize selection in gradient methods

DOI10.1007/s10589-023-00455-6OpenAlexW4320912789MaRDI QIDQ2701417

Michiel E. Hochstenbach, Giulia Ferrandi, Nataša Krejić

Publication date: 28 April 2023

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.10213

zbMATH Keywords

unconstrained optimizationgradient methodsHessian spectral propertiesABB methodframework for steplength selectionharmonic Rayleigh quotient

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)

Related Items (1)

A homogeneous Rayleigh quotient with applications in gradient methods

Uses Software

• SparseMatrix
• minpack

Cites Work

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