Bulletin of the Australian Mathematical Society
(Cambridge University Press)
•01 Aug 2018
Initial improvement of the hybrid accelerated gradient descent process
Panić, Stefan • Petrović, Milena • Mihajlov Carević, Miroslava
Abstract
We improve the convergence properties of the iterative scheme for solving unconstrained optimisation problems introduced in Petrovic et al. [‘Hybridization of accelerated gradient descent method’, Numer. Algorithms (2017), doi:10.1007/s11075-017-0460-4] by optimising the value of the initial step length parameter in the backtracking line search procedure. We prove the validity of the algorithm and illustrate its advantages by numerical experiments and comparisons.
Funding
Author: Panić, Stefan • Petrović, Milena • Mihajlov Carević, Miroslava
Abstract
We improve the convergence properties of the iterative scheme for solving unconstrained optimisation problems introduced in Petrovic et al. [‘Hybridization of accelerated gradient descent method’, Numer. Algorithms (2017), doi:10.1007/s11075-017-0460-4] by optimising the value of the initial step length parameter in the backtracking line search procedure. We prove the validity of the algorithm and illustrate its advantages by numerical experiments and comparisons.