On the Delayed Weighted Gradient Method with Simultaneous Step-Size Search

Authors

  • Hugo Lara Urdaneta Federal University of Santa Catarina, SC.
  • Rafael Aleixo Federal University of Santa Catarina, SC.

DOI:

https://doi.org/10.5540/03.2022.009.01.0288

Keywords:

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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Author Biographies

Hugo Lara Urdaneta, Federal University of Santa Catarina, SC.

Department of Control and Automation Engineering and Computing.



Rafael Aleixo, Federal University of Santa Catarina, SC.

Department of Mathematics

References

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Published

2022-12-08

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Section

Trabalhos Completos