Two-Point Step Size Gradient Methods
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Efficient projected gradient methods for cardinality constrained optimization
- Convergence and applications of novel FISTA-like algorithms
- Prediction-correction method with BB step sizes
- A note on a multiplicative parameters gradient method
- Iterative hard thresholding methods for \(l_0\) regularized convex cone programming
- Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
- Extension of the Barzilai–Borwein Method for Quadratic Forms in Finite Euclidean Spaces
- An efficient gradient method with approximate optimal stepsize for large-scale unconstrained optimization
- A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization
- A limited memory subspace minimization conjugate gradient algorithm for unconstrained optimization
- A new generalized shrinkage conjugate gradient method for sparse recovery
- Proximal gradient methods beyond monotony
- A first-order image super-resolution model promoting sharp boundaries and suppressing the staircase effect
- Impulse noise removal by a nonmonotone adaptive gradient method
- Biorthogonal vector sequence transformations and Padé approximation of vector series
- A scaled gradient projection method for the realization of the balancing principle in TGV-based image restoration
- Spectral stochastic gradient method with additional sampling for finite and infinite sums
- A hybrid ODE-based method for unconstrained optimization problems
- Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
- Hybrid limited memory gradient projection methods for box-constrained optimization problems
- A review of nonlinear FFT-based computational homogenization methods
- Accumulative approach in multistep diagonal gradient-type method for large-scale unconstrained optimization
- A two-stage active-set algorithm for bound-constrained optimization
- A new spectral conjugate subgradient method with application in computed tomography image reconstruction
- A novel stepsize for gradient descent method
- A stochastic variance reduced gradient method with adaptive step for stochastic optimization
- CMFWI: coupled multiscenario full waveform inversion
- A Bregman-style improved ADMM and its linearized version in the nonconvex setting: convergence and rate analyses
- A hybrid BFGS-like method for monotone operator equations with applications
- Stabilized BB projection algorithm for large-scale convex constrained nonlinear monotone equations to signal and image processing problems
- Dualization and Automatic Distributed Parameter Selection of Total Generalized Variation via Bilevel Optimization
- On the regularizing behavior of the SDA and SDC gradient methods in the solution of linear ill-posed problems
- On the application of the spectral projected gradient method in image segmentation
- Algorithms that satisfy a stopping criterion, probably
- An efficient augmented Lagrangian method with applications to total variation minimization
- Hybrid spectral gradient method for the unconstrained minimization problem
- Accelerated diagonal gradient-type method for large-scale unconstrained optimization
- On Hager and Zhang's conjugate gradient method with guaranteed descent
- Spectral modified Polak-Ribiére-Polyak projection conjugate gradient method for solving monotone systems of nonlinear equations
- The projected Barzilai-Borwein method with fall-back for strictly convex QCQP problems with separable constraints
- Coherence retrieval using trace regularization
- Large correlation analysis
- Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
- A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
- Combined Newton-gradient method for constrained root-finding in chemical reaction networks
- Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation
- A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM
- A modified conjugate gradient method for monotone nonlinear equations with convex constraints
- Analysis of the SIMPL method for density-based topology optimization
- An inexact q-order regularized proximal Newton method for nonconvex composite optimization
- A new diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization
- Shearlet-based regularized reconstruction in region-of-interest computed tomography
- A structured L-BFGS method with diagonal scaling and its application to image registration
- A residual algorithm for finding a fixed point of a nonexpansive mapping
- Drawing a map of elections
- Gradient descent and fast artificial time integration
- An efficient nonmonotone projected Barzilai-Borwein method for nonnegative matrix factorization with extrapolation
- A note on R-linear convergence of nonmonotone gradient methods
- A class of line search-type methods for nonsmooth convex regularized minimization
- A new steepest descent method
- On the asymptotic behaviour of some new gradient methods
- A cyclic projected gradient method
- A new gradient method with an optimal stepsize property
- Reducing effects of bad data using variance based joint sparsity recovery
- Spectral gradient methods for linearly constrained optimization
- Operator splittings, Bregman methods and frame shrinkage in image processing
- A non-monotonic method for large-scale non-negative least squares
- Accelerated linearized Bregman method
- A simulated annealing-based Barzilai-Borwein gradient method for unconstrained optimization problems
- Mind the gap: hole-filling and reconstruction of high-dimensional manifolds from noisy scattered data
- A derivative-free nonmonotone line-search technique for unconstrained optimization
- Preconditioning non-monotone gradient methods for retrieval of seismic reflection signals
- Variational Bayesian strategies for high-dimensional, stochastic design problems
- The chaotic nature of faster gradient descent methods
- Nonlocal problem for a general second-order elliptic operator
- A deterministic-particle-based scheme for micro-macro viscoelastic flows
- Two maxentropic approaches to determine the probability density of compound risk losses
- Stochastic tensor complementarity problem with discrete distribution
- Mixed and hybrid Petrov-Galerkin finite element discretization for optimal control of the wave equation
- A modified spectral conjugate gradient method for solving unconstrained minimization problems
- On the convergence of proximal gradient methods for convex simple bilevel optimization
- A scalar Hessian estimation with a sparse nonmonotone line search technique for the sparse recovery problem
- Comparison of minimization methods for nonsmooth image segmentation
- An efficient gradient method using the Yuan steplength
- Efficient algorithms for solving condition number-constrained matrix minimization problems
- Cayley-transform-based gradient and conjugate gradient algorithms on Grassmann manifolds
- On the superiority of PGMs to PDCAs in nonsmooth nonconvex sparse regression
- A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints
- A PRP type method for systems of monotone equations
- A residual method for solving nonlinear operator equations and their application to nonlinear integral equations using symbolic computation
- The junction Riemann problem in 1D shallow water channels including supercritical flow conditions
- A double parameter scaled BFGS method for unconstrained optimization
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
- A proximal iteratively regularized Gauss-Newton method for nonlinear inverse problems
- Active set block Barzilai-Borwein method for model predictive control
- A high order geometry conforming immersed finite element for elliptic interface problems
- Adjoint-based optimal control of contractile elastic bodies. Application to limbless locomotion on frictional substrates
- An augmented Lagrangian method for binary quadratic programming based on a class of continuous functions
- scientific article; zbMATH DE number 7306906 (Why is no real title available?)
- Convergence properties of nonmonotone spectral projected gradient methods
This page was built for publication: Two-Point Step Size Gradient Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779680)
