Subsampled Nonmonotone Spectral Gradient Methods
نویسندگان
چکیده
منابع مشابه
Nonmonotone Spectral Projected Gradient Methods on Convex Sets
Nonmonotone projected gradient techniques are considered for the minimization of differentiable functions on closed convex sets. The classical projected gradient schemes are extended to include a nonmonotone steplength strategy that is based on the Grippo-Lampariello-Lucidi nonmonotone line search. In particular, the nonmonotone strategy is combined with the spectral gradient choice of stepleng...
متن کاملSpectral Projected Gradient Methods
The poor practical behavior of (1)-(2) has been known for many years. If the level sets of f resemble long valleys, the sequence {xk} displays a typical zig-zagging trajectory and the speed of convergence is very slow. In the simplest case, in which f is a strictly convex quadratic, the method converges to the solution with a Q-linear rate of convergence whose factor tends to 1 when the conditi...
متن کاملA Nonmonotone Approach without Differentiability Test for Gradient Sampling Methods
Recently, optimization problems involving nonsmooth and locally Lipschitz functions have been subject of investigation, and an innovative method known as Gradient Sampling has gained attention. Although the method has shown good results for important real problems, some drawbacks still remain unexplored. This study suggests modifications to the gradient sampling class of methods in order to sol...
متن کاملNonmonotone spectral methods for large-scale nonlinear systems
This article may be used for research, teaching and private study purposes. Any substantial or systematic reproduction, redistribution , reselling , loan or sub-licensing, systematic supply or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to da...
متن کاملSpectral gradient methods for linearly constrained optimization
Linearly constrained optimization problems with simple bounds are considered in the present work. First, a preconditioned spectral gradient method is defined for the case in which no simple bounds are present. This algorithm can be viewed as a quasiNewton method in which the approximate Hessians satisfy a weak secant equation. The spectral choice of steplength is embedded into the Hessian appro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Applied and Industrial Mathematics
سال: 2020
ISSN: 2038-0909
DOI: 10.2478/caim-2020-0002