A class of gradient unconstrained minimization algorithms with adaptive stepsize (Q1970409)
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English | A class of gradient unconstrained minimization algorithms with adaptive stepsize |
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A class of gradient unconstrained minimization algorithms with adaptive stepsize (English)
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10 April 2001
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The authors present a class of gradient algorithms with adaptive stepsize for the unconstrained minimization problem \[ f(x)\to \underset{x\in \mathbb{R}^n} {\text{minimum}}. \] The proposed class of algorithms comprises four algorithm: the first two incorporate techniques for the adaptation of a common stepsize for all coordinate directions and the other two allow an individual adaptive stepsize along each coordinate direction. Numerical tests are given.
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numerical examples
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gradient algorithms
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adaptive stepsize
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unconstrained minimization
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