Scaling on the Spectral Gradient Method

Fahimeh Biglari () and Maghsud Solimanpur ()
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Fahimeh Biglari: Urmia University of Technology
Maghsud Solimanpur: Urmia University

Journal of Optimization Theory and Applications, 2013, vol. 158, issue 2, No 17, 626-635

Abstract: Abstract This paper presents a new method for steplength selection in the frame of spectral gradient methods. The steplength formula is based on the interpolation scheme as well as some modified secant equations. The corresponding algorithm selects the initial positive steplength per iteration according to the satisfaction of the secant condition, and then a backtracking procedure along the negative gradient is performed. The numerical experience shows that this algorithm improves favorably the efficiency property of the standard Barzilai–Borwein method as well as some other recently modified Barzilai–Borwein approaches.

Keywords: Large scale problems; Nonlinear problems; Secant equation; Barzilai–Borwein method; Nonmonotone line search (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-012-0265-5

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