MULTIPLICATIVE PARAMETERS IN GRADIENT DESCENT METHODS

被引：2
|
作者：
Stanimirovic, Predrag [1 ]
Miladinovic, Marko [1 ]
Djordjevic, Snezana [1 ]
机构：
[1] Univ Nis, Dept Math, Fac Sci & Math, Nish 18000, Serbia
来源：
FILOMAT | 2009年 / 23卷 / 03期
关键词：
Line search; gradient descent methods; Newton method; backtracking line search; convergence rate; BARZILAI;
D O I：
10.2298/FIL0903023S
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We introduced an algorithm for unconstrained optimization based on the reduction of the modified Newton method with line search into a gradient descent method. Main idea used in the algorithm construction is approximation of Hessian by a diagonal matrix. The step length calculation algorithm is based on the Taylor's development in two successive iterative points and the backtracking line search procedure.
引用
收藏
页码：23 / 36
页数：14
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