A class of gradient unconstrained minimization algorithms with adaptive stepsize
type: Item
instance of: scholarly article
title: A class of gradient unconstrained minimization algorithms with adaptive stepsize
zbMATH Open document ID: 0958.65072
DOI: 10.1016/S0377-0427(99)00276-9
author: Michael N. Vrahatis
author: G. S. Androulakis
author: J. N. Lambrinos
author: George D. Magoulas
published in: Journal of Computational and Applied Mathematics
publication date: 2001-04-10T00:00:00Z
review text: The authors present a class of gradient algorithms with adaptive stepsize for the unconstrained minimization problem \[ f(x)\to \underset{x\in \mathbb{R}^n} {\text{minimum}}. \] The proposed class of algorithms comprises four algorithm: the first two incorporate techniques for the adaptation of a common stepsize for all coordinate directions and the other two allow an individual adaptive stepsize along each coordinate direction. Numerical tests are given.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1419828
zbMATH Keywords: numerical examples
zbMATH Keywords: gradient algorithms
zbMATH Keywords: adaptive stepsize
zbMATH Keywords: unconstrained minimization
reviewed by: Hans Benker
describes a project that uses: minpack
describes a project that uses: BRENT
describes a project that uses: OPTAC
MaRDI profile type: Publication
cites work: OPTAC: A portable software package for analyzing and comparing optimization methods by visualization
cites work: Q4700329
cites work: Minimization of functions having Lipschitz continuous first partial derivatives
cites work: Iterative Solution Methods
cites work: Q5657612
cites work: Nonlinear successive over-relaxation
cites work: A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
cites work: The method of steepest descent for non-linear minimization problems
cites work: Q4863385
cites work: Q3702408
cites work: Function minimization by conjugate gradients
cites work: Global Convergence Properties of Conjugate Gradient Methods for Optimization
cites work: Cauchy's method of minimization
cites work: On Steepest Descent
cites work: An effective algorithm for minimization
cites work: A dimension-reducing method for unconstrained optimization
cites work: Q3996571
cites work: Q4001920
cites work: A Survey of Parallel Algorithms in Numerical Linear Algebra
cites work: Q4362742
cites work: On the acceleration of the backpropagation training method
cites work: Testing Unconstrained Optimization Software
cites work: Q4016506
cites work: Q5652137
cites work: Solution of Partial Differential Equations on Vector and Parallel Computers
cites work: Optimization. Algorithms and consistent approximations
cites work: Q4215359
cites work: Q4057472
cites work: Q5342712
cites work: Rates of Convergence for a Class of Iterative Procedures
cites work: A new unconstrained optimization method for imprecise function and gradient values
cites work: Convergence Conditions for Ascent Methods
cites work: Convergence Conditions for Ascent Methods. II: Some Corrections
cites work: Iterative Methods for Solving Partial Difference Equations of Elliptic Type
cites work: Q4103338
Wikidata QID: Q126298369
description: scientific article; zbMATH DE number 1419828