A modified limited memory steepest descent method motivated by an inexact super-linear convergence rate analysis

DOI10.1093/IMANUM/DRZ059MaRDI QIDQ4964085zbMATHOpenAlexWikidataFDO

Authors Ran Gu, Qiang Du

Publication date 24 February 2021

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/drz059

zbMATH Keywords

Barzilai-Borwein methodgradient descentR-linear convergencelimited memory method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20)

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Cited in

(4)

• Cyclic gradient methods for unconstrained optimization
• A limited memory steepest descent method
• Handling nonpositive curvature in a limited memory steepest descent method
• \(R\)-linear convergence of limited memory steepest descent

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