Properties of the delayed weighted gradient method

Roberto Andreani () and Marcos Raydan ()
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Roberto Andreani: University of Campinas
Marcos Raydan: Centro de Matemática e Aplicações (CMA), FCT, UNL

Computational Optimization and Applications, 2021, vol. 78, issue 1, No 5, 167-180

Abstract: Abstract The delayed weighted gradient method, recently introduced in Oviedo-Leon (Comput Optim Appl 74:729–746, 2019), is a low-cost gradient-type method that exhibits a surprisingly and perhaps unexpected fast convergence behavior that competes favorably with the well-known conjugate gradient method for the minimization of convex quadratic functions. In this work, we establish several orthogonality properties that add understanding to the practical behavior of the method, including its finite termination. We show that if the $$n\times n$$ n × n real Hessian matrix of the quadratic function has only $$p

Keywords: Gradient methods; Conjugate gradient methods; Smoothing techniques; Finite termination; Krylov subspace methods (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10589-020-00232-9

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