Gradient methods with adaptive step-sizes

doi:10.1007/s10589-006-6446-0

	Gradient methods with adaptive step-sizes
	Zhou, Bin ; Gao, Li ; Dai, Yu-Hong
	2006-09-01
发表期刊	COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN	0926-6003
卷号	35 期号:1 页码:69-86
摘要	Motivated by the superlinear behavior of the Barzilai-Borwein (BB) method for two-dimensional quadratics, we propose two gradient methods which adaptively choose a small step-size or a large step-size at each iteration. The small step-size is primarily used to induce a favorable descent direction for the next iteration, while the large step-size is primarily used to produce a sufficient reduction. Although the new algorithms are still linearly convergent in the quadratic case, numerical experiments on some typical test problems indicate that they compare favorably with the BB method and some other efficient gradient methods.
关键词	linear system gradient method adaptive step-size Barzilai-Borwein method superlinear behavior trust-region approach
DOI	10.1007/s10589-006-6446-0
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000240256500004
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2504
专题	计算数学与科学工程计算研究所
通讯作者	Zhou, Bin
作者单位	1.Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China 2.Peking Univ, LMAM, Beijing 100871, Peoples R China 3.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhou, Bin,Gao, Li,Dai, Yu-Hong. Gradient methods with adaptive step-sizes[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2006,35(1):69-86.
APA	Zhou, Bin,Gao, Li,&Dai, Yu-Hong.(2006).Gradient methods with adaptive step-sizes.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,35(1),69-86.
MLA	Zhou, Bin,et al."Gradient methods with adaptive step-sizes".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 35.1(2006):69-86.