On the Delayed Weighted Gradient Method with Simultaneous Step-Size Search
DOI:
https://doi.org/10.5540/03.2022.009.01.0288Keywords:
Gradient methods, convex quadratic optimization, Krylov subspace methods, DWGM.Abstract
In this article it is presented a two step rst order algorithm, based on bidimensional minimization, to deal with convex quadratic optimization problems. Our analysis show linear convergence and A-orthogonality of the gradient iterates. Numerical experimentation show the eectiveness of our method.
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References
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