Steepest descent method with random step lengths
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Publication:2397745
DOI10.1007/S10208-015-9290-8zbMATH Open1376.49042OpenAlexW2224301425MaRDI QIDQ2397745FDOQ2397745
Publication date: 23 May 2017
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10208-015-9290-8
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Monte Carlo methods (65C05) Nonconvex programming, global optimization (90C26) Iterative numerical methods for linear systems (65F10)
Cites Work
- Function minimization by conjugate gradients
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Two-Point Step Size Gradient Methods
- Gradient Method with Retards and Generalizations
- On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method
- \(R\)-linear convergence of the Barzilai and Borwein gradient method
- Relaxed steepest descent and Cauchy-Barzilai-Borwein method
- On the asymptotic directions of the s-dimensional optimum gradient method
- A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
- Gradient algorithms for quadratic optimization with fast convergence rates
- Title not available (Why is that?)
- Gradient method with dynamical retards for large-scale optimization problems
Cited In (9)
- Renormalised steepest descent in Hilbert space converges to a two-point attractor.
- Delayed Gradient Methods for Symmetric and Positive Definite Linear Systems
- Variable step size destabilizes the Störmer/leapfrog/Verlet method
- Population based steepest descent method
- Title not available (Why is that?)
- Some convergence properties of the steepest descent algorithm revealed by renormalisation.
- Title not available (Why is that?)
- A family of spectral gradient methods for optimization
- Expected number of steps of a random optimization method. Reply
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