Steepest descent method with random step lengths

DOI10.1007/s10208-015-9290-8zbMath1376.49042OpenAlexW2224301425MaRDI QIDQ2397745

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 experimentsgradient methodsconvergence rate

Mathematics Subject Classification ID

Related Items (2)

Delayed Gradient Methods for Symmetric and Positive Definite Linear Systems ⋮ A family of spectral gradient methods for optimization

Cites Work

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• Relaxed steepest descent and Cauchy-Barzilai-Borwein method

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