Multivariate spectral gradient method for unconstrained optimization

DOI10.1016/j.amc.2007.12.054zbMath1155.65046OpenAlexW2065016506MaRDI QIDQ945298

Lutai Guan, Le Han, Gaohang Yu

Publication date: 12 September 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.12.054

zbMATH Keywords

unconstrained optimizationglobal convergencequasi-Newton methodfinite convergenceBarzilai-Borwein methodmultivariate spectral gradient methodstepsize choiceTwo-point stepsize gradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (11)

Multivariate spectral DY-type projection method for convex constrained nonlinear monotone equations ⋮ Multivariate spectral gradient algorithm for nonsmooth convex optimization problems ⋮ An adaptive prediction-correction method for solving large-scale nonlinear systems of monotone equations with applications ⋮ A derivative-free multivariate spectral projection algorithm for constrained nonlinear monotone equations ⋮ A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM ⋮ A multivariate spectral projected gradient method for bound constrained optimization ⋮ A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares ⋮ A modified multivariate spectral gradient algorithm for solving absolute value equations ⋮ A diagonal PRP-type projection method for convex constrained nonlinear monotone equations ⋮ Unnamed Item ⋮ A new gradient method via quasi-Cauchy relation which guarantees descent

Cites Work

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• On the Barzilai and Borwein choice of steplength for the gradient method
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