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

DOI10.1093/IMANUM/DRZ059MaRDI QIDQ4964085zbMATH OpenOpenAlexWikidataFDO

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 descentlimited memory methodR-linear convergence

Mathematics Subject Classification ID

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

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Cited in

(6)

• R-linear convergence of limited memory steepest descent
• Handling nonpositive curvature in a limited memory steepest descent method
• Cyclic gradient methods for unconstrained optimization
• Adaptive cyclic gradient methods with interpolation
• A limited memory steepest descent method
• Global and Unconditional R-Linear Convergence of Rank-Compressed Weighted LMSD Sweeps for Strictly Convex Quadratics

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