An Improved Modification of Accelerated Double Direction and Double Step-Size Optimization Schemes

Milena J. Petrović, Dragana Valjarević, Dejan Ilić, Aleksandar Valjarević and Julija Mladenović
Additional contact information
Milena J. Petrović: Faculty of Sciences and Mathematics, University of Pristina in Kosovska Mitrovica, Lole Ribara 29, 38220 Kosovska Mitrovica, Serbia
Dragana Valjarević: Faculty of Sciences and Mathematics, University of Pristina in Kosovska Mitrovica, Lole Ribara 29, 38220 Kosovska Mitrovica, Serbia
Dejan Ilić: Faculty of Sciences and Mathematics, University of Niš, Višegradska 33, 18106 Niš, Serbia
Aleksandar Valjarević: Faculty of Geography, University of Belgrade, Studentski Trg 3/III, 11000 Belgrade, Serbia
Julija Mladenović: Faculty of Mathematics, University of Belgrade, Studentski Trg 16, 11000 Belgrade, Serbia

Mathematics, 2022, vol. 10, issue 2, 1-18

Abstract: We propose an improved variant of the accelerated gradient optimization models for solving unconstrained minimization problems. Merging the positive features of either double direction, as well as double step size accelerated gradient models, we define an iterative method of a simpler form which is generally more effective. Performed convergence analysis shows that the defined iterative method is at least linearly convergent for uniformly convex and strictly convex functions. Numerical test results confirm the efficiency of the developed model regarding the CPU time, the number of iterations and the number of function evaluations metrics.

Keywords: gradient descent; line search; gradient descent methods; quasi-Newton method; convergence rate (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/10/2/259/pdf (application/pdf)
https://www.mdpi.com/2227-7390/10/2/259/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:10:y:2022:i:2:p:259-:d:725397

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().