Steepest descent method with random step lengths

DOI10.1007/S10208-015-9290-8MaRDI QIDQ2397745zbMATH OpenOpenAlexFDO

Authors Zdeněk Kalousek

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

zbMATH Keywords

optimizationalgorithmsstochastic processescomputational experimentsconvergence rategradient methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonconvex programming, global optimization (90C26) Iterative numerical methods for linear systems (65F10)

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Cites work

• A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
• Extended Barzilai-Borwein method for unconstrained minimization problems
• Function minimization by conjugate gradients
• Gradient Method with Retards and Generalizations
• Gradient algorithms for quadratic optimization with fast convergence rates
• Gradient method with dynamical retards for large-scale optimization problems
• On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method
• On the asymptotic directions of the s-dimensional optimum gradient method
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• Relaxed steepest descent and Cauchy-Barzilai-Borwein method
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Two-Point Step Size Gradient Methods
• \(R\)-linear convergence of the Barzilai and Borwein gradient method

Cited in

(11)

• On initial point selection of the steepest descent algorithm for general quadratic functions
• Population based steepest descent method
• On the worst case performance of the steepest descent algorithm for quadratic functions
• A family of spectral gradient methods for optimization
• Delayed gradient methods for symmetric and positive definite linear systems
• Some convergence properties of the steepest descent algorithm revealed by renormalisation.
• Renormalised steepest descent in Hilbert space converges to a two-point attractor.
• Variable step size destabilizes the Störmer/leapfrog/Verlet method
• Expected number of steps of a random optimization method. Reply
• scientific article; zbMATH DE number 16526 (Why is no real title available?)
• scientific article; zbMATH DE number 4123182 (Why is no real title available?)

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