MULTIPLICATIVE PARAMETERS IN GRADIENT DESCENT METHODS

作者：Stanimirovic Predrag^*; Miladinovic Marko; Djordjevic Snezana

来源：Filomat, 2009, 23(3): 23-36.

DOI：10.2298/FIL0903023S

• Line search
• gradient descent methods
• Newton method
• backtracking line search
• convergence rate

We introduced an algorithm for unconstrained optimization based on the reduction of the modified Newton method with line search into a gradient descent method. Main idea used in the algorithm construction is approximation of Hessian by a diagonal matrix. The step length calculation algorithm is based on the Taylor's development in two successive iterative points and the backtracking line search procedure.

• 出版日期2009-11