An efficient algorithm for steepest descent method for unconstrained optimization
Exact line searches along each steepest descent direction converge very slowly. Barzilai and Borwein suggested two stepsizes that ensures superlinear convergence and performs quite well. Barzilai-Borwein method is not monotone, thus it is not easy to be generalized for general nonlinear functions. A...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Penerbit UTHM
2009
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| Subjects: | |
| Online Access: | http://eprints.uthm.edu.my/543/ http://eprints.uthm.edu.my/543/1/JST_Vol12_F2.pdf |
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