A new gradient method via least change secant update

The Barzilai–Borwein (BB) gradient method is favourable over the classical steepest descent method both in theory and in real computations. This method takes a ‘fixed’ step size rather than following a set of line search rules to ensure convergence. Along this line, we present a new approach for the...

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Bibliographic Details
Main Authors: Leong, Wah June, Abu Hassan, Malik
Format: Article
Language:English
Published: Taylor & Francis 2011
Online Access:http://psasir.upm.edu.my/id/eprint/12746/1/A%20new%20gradient%20method%20via%20least%20change%20secant%20update.pdf
http://psasir.upm.edu.my/id/eprint/12746/
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