Hybrid Modified Accelerated Gradient Method for Optimization Processes

Milena J. Petrović (), Ana Vučetić and Tanja Jovanović Spasojević
Additional contact information
Milena J. Petrović: Faculty of Sciences and Mathematics, University of Pristina in Kosovska Mitrovica, Lole Ribara 29, 38220 Kosovska Mitrovica, Serbia
Ana Vučetić: Faculty of Sciences and Mathematics, University of Pristina in Kosovska Mitrovica, Lole Ribara 29, 38220 Kosovska Mitrovica, Serbia
Tanja Jovanović Spasojević: Faculty of Sciences and Mathematics, University of Pristina in Kosovska Mitrovica, Lole Ribara 29, 38220 Kosovska Mitrovica, Serbia

Mathematics, 2024, vol. 12, issue 5, 1-13

Abstract: This research reveals a hybrid variant of the modified accelerated gradient method. We prove that derived iteration is linearly convergent on the set of uniformly convex functions. Performance profiles of the introduced hybrid method were numerically compared with its non-hybrid version. The analyzed characteristics were CPU time, the number of iterations and the number of function evaluations. The results of the numerical experiments show a better performance in favor of the derived hybrid accelerated model compared with its forerunner.

Keywords: gradient descent; line search; accelerated gradient methods; quasi-Newton method; convergence rate (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/12/5/632/pdf (application/pdf)
https://www.mdpi.com/2227-7390/12/5/632/ (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:12:y:2024:i:5:p:632-:d:1342749

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 ().