Two-point step size gradient methods

IMA Journal of Numerical Analysis

Volumn 8, Issue 1, 1988, Pages 141-148

  Barzilai, Jonathan ^a   Borwein, Jonathan M ^a  

^a DALHOUSIE UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001531895     PISSN: 02724979     EISSN: None     Source Type: Journal    
DOI: 10.1093/imanum/8.1.141     Document Type: Article

References (8)

1. Akaike, H. 1959 On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method. Ann. Inst. Statist. Math. Tokyo 11, 1-17.
2. Baker, A. 1975 Transcendental Number Theory. Cambridge University Press.
3. Barzilai, J., & Ben-Tal, A. 1982 Nonpolynomial and inverse interpolation for line search: synthesis and convergence rates. SIAM J. Numer. Ana. 19, 1263-1277.
4. Cauchy, A. 1847 Méthode générale pour la résolution des systèms d’équations simultanées. Comp. Rend. Sci. Paris 25, 536-538.
5. Dennis, J. E., & More, J. 1977 Quasi-Newton methods, motivation and theory. SIAM Rev. 19, 46-89.
6. Hardy, G. H., & Wright, E. M. 1971 An Introduction to the Theory of Numbers. Oxford: Oxford University Press.
7. Luenberger, D. G. 1973 Introduction to Linear and Nonlinear Programming. Reading, Mass: Addison-Wesley.
8. Forsythe, G. E., & Motzkin, T. S. 1951 Asymptotic properties of the optimum gradient method. Bull. Am. Math. Soc. 57, 183.