Multiplicative parameters in gradient descent methods
Author(s) -
Predrag S. Stanimirović,
Marko Miladinović,
Snežana Djordjević
Publication year - 2009
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil0903023s
Subject(s) - mathematics , hessian matrix , gradient descent , line search , descent (aeronautics) , descent direction , diagonal , backtracking , multiplicative function , gradient method , quasi newton method , mathematical optimization , newton's method in optimization , line (geometry) , algorithm , nonlinear conjugate gradient method , diagonal matrix , newton's method , iterative method , mathematical analysis , local convergence , computer science , geometry , artificial intelligence , path (computing) , aerospace engineering , engineering , quantum mechanics , artificial neural network , physics , nonlinear system , programming language
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.
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