Two point step-size methods

Barzilai, J. and Borwein, Jonathan M. (1988) Two point step-size methods. IMA Journal on Numerical Analysis, 8 . pp. 141-148.

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    We derive two-point step sizes for the steepest-descent method by approximating the secant equation. At the cost of storage of an extra iterate and gradient, these algorithms achieve better performance and cheaper computation than the classical steepest-descent method. We indicate a convergence analysis of the method in the two-dimensional quadratic case. The behaviour is highly remarkable and the analysis entirely nonstandard.

    Item Type: Article
    Subjects: UNSPECIFIED
    Faculty: UNSPECIFIED
    Depositing User: Mrs Naghmana Tehseen
    Date Deposited: 20 Feb 2015 16:20
    Last Modified: 20 Feb 2015 16:20

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