strictly convex quadratics

A family of optimal weighted conjugate-gradient-type methods for strictly convex quadratic minimization

  • Roberto Andreani
  • Harry Oviedo
  • Marcos Raydan
    • Categories Unconstrained Optimization Tags , , , ,

    We introduce a family of weighted conjugate-gradient-type methods, for strictly convex quadratic functions, whose parameters are determined by a minimization model based on a convex combination of the objective function and its gradient norm. This family includes the classical linear conjugate gradient method and the recently published delayed weighted gradient method as the extreme cases … Read more

    New Adaptive Stepsize Selections in Gradient Methods

  • G. Frassoldati
  • Luca Zanni
  • Gaetano Zanghirati
    • Categories Unconstrained Optimization Tags , , ,

    This paper deals with gradient methods for minimizing n-dimensional strictly convex quadratic functions. Two new adaptive stepsize selection rules are presented and some key properties are proved. Practical insights on the effectiveness of the proposed techniques are given by a numerical comparison with the Barzilai-Borwein (BB) method, the cyclic/adaptive BB methods and two recent monotone … Read more