On adaptive step-size selections in gradient methods |
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| Authors: | Giacomo Frassoldati Luca Zanni Gaetano Zanghirati |
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| Institution: | 1. Department of Pure and Applied Mathematics, University of Modena and Reggio Emilia, via Campi 213/b, 41100 Modena, Italy;2. Department of Mathematics and Mathematics-for-Technology Center, University of Ferrara, Scientific-Technological Campus, Building B, via Saragat 1, 44100 Ferrara, Italy |
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| Abstract: | In recent years several proposals for the step-size selection have largely improved the gradient methods, in the case of both constrained and unconstrained nonlinear optimization. We introduce a new step-size rule with some crucial properties. We design step-size selection strategies where the new rule and a standard Barzilai-Borwein (BB) rule can be adaptively alternated to get meaningful convergence rate improvements in comparison with other BB-like gradient schemes. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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