A class of gradient unconstrained minimization algorithms with adaptive stepsize (Q1970409)

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scientific article; zbMATH DE number 1419828
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    A class of gradient unconstrained minimization algorithms with adaptive stepsize
    scientific article; zbMATH DE number 1419828

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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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