Least-Squares Delayed Weighted Gradient Method

Rafael Aleixo, Hugo Lara Urdaneta

Resumo


The delayed weighted gradient algorithm (DWGM) is proved to be a robust iterative procedure to solve convex quadratic optimization problems.Its theoretical and numerical performance is similar to the conjugate gradient method.In this work we specialize the DWGM to deal with least-squares problems.Numerical experimentation is offered to show the effectiveness of the approach.


Palavras-chave


Least squares; linear systems; iterative method; delayed weighted gradient method.

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Referências


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DOI: https://doi.org/10.5540/03.2022.009.01.0267

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