A harmonic framework for stepsize selection in gradient methods

DOI10.1007/S10589-023-00455-6MaRDI QIDQ2701417zbMATH OpenOpenAlexFDO

Authors Giulia Ferrandi, M. E. Hochstenbach, Nataša Krejić

Publication date 28 April 2023

Published in Computational Optimization and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2202.10213

zbMATH Keywords

ABB methodframework for steplength selectiongradient methodsharmonic Rayleigh quotientHessian spectral propertiesunconstrained optimization

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30)

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Cites work

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• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
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• New adaptive stepsize selections in gradient methods
• On the acceleration of the Barzilai-Borwein method
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• On the steplength selection in gradient methods for unconstrained optimization
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• Preconditioned spectral gradient method
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• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• The cyclic Barzilai-–Borwein method for unconstrained optimization
• The University of Florida sparse matrix collection
• Two-Point Step Size Gradient Methods

Cited in

(7)

• A homogeneous Rayleigh quotient with applications in gradient methods
• A harmonic framework for stepsize selection in gradient methods
• Delayed weighted gradient method with simultaneous step-sizes for strongly convex optimization
• Limited memory gradient methods for unconstrained optimization
• Regularized Barzilai-Borwein method
• SLiSeS: subsampled line search spectral gradient method for finite sums
• A speed up strategy for gradient methods

Describes a project that uses

Uses Software

• SparseMatrix
• minpack

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