An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost

DOI10.1007/s11590-012-0491-7zbMath1276.90047OpenAlexW1994949122MaRDI QIDQ360475

Luc Pronzato, Elena Bukina, Anatoly A. Zhigljavsky

Publication date: 27 August 2013

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-012-0491-7

zbMATH Keywords

quadratic optimizationFibonacci numbersconjugate gradientgradient algorithmsarcsine distributionestimation of leading eigenvalues

Mathematics Subject Classification ID

Quadratic programming (90C20) Methods of reduced gradient type (90C52)

Related Items (6)

Estimation of spectral bounds in gradient algorithms ⋮ Delayed Gradient Methods for Symmetric and Positive Definite Linear Systems ⋮ On the steplength selection in gradient methods for unconstrained optimization ⋮ Spectral Properties of Barzilai--Borwein Rules in Solving Singly Linearly Constrained Optimization Problems Subject to Lower and Upper Bounds ⋮ On \(R\)-linear convergence analysis for a class of gradient methods ⋮ Performance analysis of greedy algorithms for minimising a maximum mean discrepancy

Cites Work

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• Studying Convergence of Gradient Algorithms Via Optimal Experimental Design Theory
• A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
• Practical Use of Polynomial Preconditionings for the Conjugate Gradient Method
• Two-Point Step Size Gradient Methods

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