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Scaled Diagonal Gradient-Type Method with Extra Update for Large-Scale Unconstrained Optimization
Joint Authors
Malekmohammadi, Najmeh
Farid, Mahboubeh
Leong, Wah June
Mamat, Mustafa
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-03-27
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
We present a new gradient method that uses scaling and extra updating within the diagonal updating for solving unconstrained optimization problem.
The new method is in the frame of Barzilai and Borwein (BB) method, except that the Hessian matrix is approximated by a diagonal matrix rather than the multiple of identity matrix in the BB method.
The main idea is to design a new diagonal updating scheme that incorporates scaling to instantly reduce the large eigenvalues of diagonal approximation and otherwise employs extra updates to increase small eigenvalues.
These approaches give us a rapid control in the eigenvalues of the updating matrix and thus improve stepwise convergence.
We show that our method is globally convergent.
The effectiveness of the method is evaluated by means of numerical comparison with the BB method and its variant.
American Psychological Association (APA)
Farid, Mahboubeh& Leong, Wah June& Malekmohammadi, Najmeh& Mamat, Mustafa. 2013. Scaled Diagonal Gradient-Type Method with Extra Update for Large-Scale Unconstrained Optimization. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-479221
Modern Language Association (MLA)
Farid, Mahboubeh…[et al.]. Scaled Diagonal Gradient-Type Method with Extra Update for Large-Scale Unconstrained Optimization. Abstract and Applied Analysis No. 2013 (2013), pp.1-5.
https://search.emarefa.net/detail/BIM-479221
American Medical Association (AMA)
Farid, Mahboubeh& Leong, Wah June& Malekmohammadi, Najmeh& Mamat, Mustafa. Scaled Diagonal Gradient-Type Method with Extra Update for Large-Scale Unconstrained Optimization. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-479221
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-479221