Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao zbMATH Openarrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2010
Data sources: zbMATH Open
Journal of Convex Analysis
Article . 2010 . Peer-reviewed
Data sources: Crossref
versions View all 2 versions
addClaim

On some Curvature-Dependent Steplength for the Gradient Method

On some curvature-dependent steplength for the gradient method
Authors: Baji, B.; Cabot, A.;

On some Curvature-Dependent Steplength for the Gradient Method

Abstract

The aim of this paper is to show the interest of taking into account the notion of curvature in gradient methods. More precisely, given a Hilbert space H H and a strictly convex function \phi:H\to {\mathbb{R}} ϕ : H → R of class {\mathcal C}^2 C 2 , we consider the following algorithm x_{n+1}=x_n-\lambda_n\, \nabla \phi(x_n),\quad \text{ with } \lambda_n = \frac{|\nabla \phi(x_n)|^2}{\langle\nabla^2\phi(x_n).\nabla\phi(x_n), \nabla\phi(x_n)\rangle}.\tag*{$(\star)$} x n + 1 = x n − λ n   ∇ ϕ ( x n ) ,  with  λ n = ∣ ∇ ϕ ( x n ) ∣ 2 ⟨ ∇ 2 ϕ ( x n ) . ∇ ϕ ( x n ) , ∇ ϕ ( x n ) ⟩ . ( ⋆ ) We obtain results of linear convergence for the above algorithm, even without strong convexity. Some variants of (\star) ( ⋆ ) are also considered, with different expressions of the curvature-dependent steplength \lambda_n λ n . A large part of the paper is devoted to the study of an implicit version of (\star) ( ⋆ ) , falling into the field of the proximal point iteration. All these algorithms are clearly related to the Barzilai-Borwein method and numerical illustrations at the end of the paper allow to compare these different schemes.

Related Organizations
Keywords

Convex programming, gradient method, Numerical mathematical programming methods, Discrete approximations in optimal control, unconstrained convex optimization, steepest descent, Barzilai-Borwein stepsize, proximal point algorithm

  • BIP!
    Impact byBIP!
    citations
    The total number of citations received by all articles of the researcher of interest.
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
citations
The total number of citations received by all articles of the researcher of interest.
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!