yuan steplength

An efficient gradient method using the Yuan steplength

  • Roberta De Asmundis
  • Daniela di Serafino
  • William W. Hager
  • Gerardo Toraldo
  • Hongchao Zhang
    • Categories Nonlinear Optimization, Quadratic Programming, Unconstrained Optimization Tags , ,

    We propose a new gradient method for quadratic programming, named SDC, which alternates some SD iterates with some gradient iterates that use a constant steplength computed through the Yuan formula. The SDC method exploits the asymptotic spectral behaviour of the Yuan steplength to foster a selective elimination of the components of the gradient along the … Read more