An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost

DOI10.1007/S11590-012-0491-7zbMATH Open1276.90047OpenAlexW1994949122MaRDI QIDQ360475FDOQ360475

Authors: Luc Pronzato, Elena Bukina, A. Zhigljavsky 

Publication date: 27 August 2013

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-012-0491-7

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zbMATH Keywords

conjugate gradientquadratic optimizationFibonacci numbersarcsine distributionestimation of leading eigenvaluesgradient algorithms

Mathematics Subject Classification ID

Quadratic programming (90C20) Methods of reduced gradient type (90C52)

Cites Work

• Title not available (Why is that?)
• Two-Point Step Size Gradient Methods
• The block preconditioned conjugate gradient method on vector computers
• Efficient and reliable iterative methods for linear systems
• Asymptotic behaviour of a family of gradient algorithms in \(\mathbb R^{ d }\) and Hilbert spaces
• Studying convergence of gradient algorithms via optimal experimental design theory
• A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
• Practical Use of Polynomial Preconditionings for the Conjugate Gradient Method
• Gradient algorithms for quadratic optimization with fast convergence rates
• Title not available (Why is that?)

Cited In (8)

• Studying convergence of gradient algorithms via optimal experimental design theory
• Performance analysis of greedy algorithms for minimising a maximum mean discrepancy
• On \(R\)-linear convergence analysis for a class of gradient methods
• On the steplength selection in gradient methods for unconstrained optimization
• Delayed gradient methods for symmetric and positive definite linear systems
• Gradient algorithms for quadratic optimization with fast convergence rates
• Spectral properties of Barzilai-Borwein rules in solving singly linearly constrained optimization problems subject to lower and upper bounds
• Estimation of spectral bounds in gradient algorithms

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