- Title
- Two-point step size gradient methods
- Creator
- Barzilai, Jonathan; Borwein, Jonathan M.
- Relation
- IMA Journal of Numerical Analysis Vol. 8, Issue 1, p. 141-148
- Publisher Link
- http://dx.doi.org/10.1093/imanum/8.1.141
- Publisher
- Oxford University Press
- Resource Type
- journal article
- Date
- 1988
- Description
- We derive two-point step sizes for the steepest-descent method by approximating the secant equation. At the cost of storage of an extra iterate and gradient, these algorithms achieve better performance and cheaper computation than the classical steepest-descent method. We indicate a convergence analysis of the method in the two-dimensional quadratic case. The behaviour is highly remarkable and the analysis entirely nonstandard.
- Subject
- steepest-descent method; secant equation; convergence analysis; optimization algorithms
- Identifier
- http://hdl.handle.net/1959.13/941043
- Identifier
- uon:13167
- Identifier
- ISSN:0272-4979
- Language
- eng
- Reviewed
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