Multi-spectral gradient method via variational technique under log-determinant norm for large-scale optimization

• Main Authors: Hong, Seng Sim, Leong, Wah June, Chen, Chuei Yee, Ibrahim, Siti Nur Iqmal
• Format: Article
• Language: English
• Published: Malaysian Mathematical Science Society 2017
• Online Access: http://psasir.upm.edu.my/id/eprint/62502/1/SPECTRAL.pdf; http://psasir.upm.edu.my/id/eprint/62502/; https://einspem.upm.edu.my/ojs/index.php/dismath/article/view/8

The spectral gradient method is popular due to the fact that only the gradient of the objective function is required at each iterate. Besides that, it is more efficient than the quasi-Newton method as the storage of second derivatives (Hessian) approximation are not required especially when the dime...