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Scalar Correction Method for Solving Large Scale Unconstrained Minimization Problems

Author

Listed:
  • Marko Miladinović

    (University of Niš)

  • Predrag Stanimirović

    (University of Niš)

  • Sladjana Miljković

    (University of Niš)

Abstract

We introduce a gradient descent algorithm for solving large scale unconstrained nonlinear optimization problems. The computation of the initial trial steplength is based on the usage of both the quasi-Newton property and the Hessian inverse approximation by an appropriate scalar matrix. The nonmonotone line search technique for the steplength calculation is applied later. The computational and storage complexity of the new method is equal to the computational and storage complexity of the Barzilai and Borwein method. On the other hand, the reported numerical results indicate improvements in favor of the new method with respect to the well known global Barzilai and Borwein method.

Suggested Citation

  • Marko Miladinović & Predrag Stanimirović & Sladjana Miljković, 2011. "Scalar Correction Method for Solving Large Scale Unconstrained Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 151(2), pages 304-320, November.
    • Handle: RePEc:spr:joptap:v:151:y:2011:i:2:d:10.1007_s10957-011-9864-9
    DOI: 10.1007/s10957-011-9864-9
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    References listed on IDEAS

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    1. Y. H. Dai, 2002. "On the Nonmonotone Line Search," Journal of Optimization Theory and Applications, Springer, vol. 112(2), pages 315-330, February.
    2. Wenyu Sun & Ya-Xiang Yuan, 2006. "Optimization Theory and Methods," Springer Optimization and Its Applications, Springer, number 978-0-387-24976-6, September.
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    Cited by:

    1. Zexian Liu & Hongwei Liu, 2019. "An Efficient Gradient Method with Approximately Optimal Stepsize Based on Tensor Model for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 181(2), pages 608-633, May.

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