This paper deals with gradient methods for minimizing n-dimensional strictly convex quadratic functions. Two new adaptive stepsize selection rules are presented and some key properties are proved. Practical insights on the effectiveness of the proposed techniques are given by a numerical comparison with the Barzilai-Borwein (BB) method, the cyclic/adaptive BB methods and two recent monotone gradient methods.

New adaptive stepsize selections in gradient methods / Frassoldati, Giacomo; Zanni, Luca; G., Zanghirati. - In: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. - ISSN 1547-5816. - STAMPA. - 4:(2008), pp. 299-312.

New adaptive stepsize selections in gradient methods

FRASSOLDATI, Giacomo;ZANNI, Luca;
2008

Abstract

This paper deals with gradient methods for minimizing n-dimensional strictly convex quadratic functions. Two new adaptive stepsize selection rules are presented and some key properties are proved. Practical insights on the effectiveness of the proposed techniques are given by a numerical comparison with the Barzilai-Borwein (BB) method, the cyclic/adaptive BB methods and two recent monotone gradient methods.
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New adaptive stepsize selections in gradient methods / Frassoldati, Giacomo; Zanni, Luca; G., Zanghirati. - In: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. - ISSN 1547-5816. - STAMPA. - 4:(2008), pp. 299-312.
Frassoldati, Giacomo; Zanni, Luca; G., Zanghirati
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11380/421346
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