Study on fractional order gradient methods

Yuquan Chen, Qing Gao, Yiheng Wei and Yong Wang

Applied Mathematics and Computation, 2017, vol. 314, issue C, 310-321

Abstract: In this paper, convergence capability of the conventional fractional order gradient methods (FOGMs) is analyzed and a new FOGM with guaranteed and faster convergence ability is proposed. In particular, we further consider the case that the derivative order varies between 1 and 2, and give some discussion on how to determine the derivative order in the algorithm settings. Simulation results from a number of numerical examples are provided to illustrate the approaches.

Keywords: Fractional order calculus; Gradient methods; Iterative algorithms; Convergence capability (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:314:y:2017:i:c:p:310-321

DOI: 10.1016/j.amc.2017.07.023

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