Two-point step size gradient methods

Title: Two-point step size gradient methods
Creator: Barzilai, Jonathan; Borwein, Jonathan M.
Relation: IMA Journal of Numerical Analysis Vol. 8, Issue 1, p. 141-148
Publisher Link: http://dx.doi.org/10.1093/imanum/8.1.141
Publisher: Oxford University Press
Resource Type: journal article
Date: 1988
Description: We derive two-point step sizes for the steepest-descent method by approximating the secant equation. At the cost of storage of an extra iterate and gradient, these algorithms achieve better performance and cheaper computation than the classical steepest-descent method. We indicate a convergence analysis of the method in the two-dimensional quadratic case. The behaviour is highly remarkable and the analysis entirely nonstandard.
Subject: steepest-descent method; secant equation; convergence analysis; optimization algorithms
Identifier: http://hdl.handle.net/1959.13/941043
Identifier: uon:13167
Identifier: ISSN:0272-4979
Language: eng
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