Scaling on the Spectral Gradient Method

被引：0
|
作者：
Fahimeh Biglari
Maghsud Solimanpur
机构：
[1] Urmia University of Technology,Department of Mathematics, Faculty of Science
[2] Urmia University,Faculty Of Engineering
来源：
Journal of Optimization Theory and Applications | 2013年 / 158卷
关键词：
Large scale problems; Nonlinear problems; Secant equation; Barzilai–Borwein method; Nonmonotone line search;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper presents a new method for steplength selection in the frame of spectral gradient methods. The steplength formula is based on the interpolation scheme as well as some modified secant equations. The corresponding algorithm selects the initial positive steplength per iteration according to the satisfaction of the secant condition, and then a backtracking procedure along the negative gradient is performed.
引用
收藏
页码：626 / 635
页数：9
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