Original paper
Two-Point Step Size Gradient Methods
Volume: 8, Issue: 1, Pages: 141 - 148
Published: Jan 1, 1988
Abstract
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...
Paper Details
Title
Two-Point Step Size Gradient Methods
Published Date
Jan 1, 1988
Volume
8
Issue
1
Pages
141 - 148
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Notes
History