An efficient gradient method with approximate optimal stepsize for large-scale unconstrained optimization.
Zexian LiuHongwei LiuPublished in: Numer. Algorithms (2018)
Keyphrases
- objective function
- unconstrained optimization
- gradient method
- step size
- cost function
- derivative free
- optimal solution
- convergence rate
- approximate dynamic programming
- constrained optimization
- optimization problems
- global optimum
- faster convergence
- convergence speed
- dynamic programming
- linear program
- linear programming
- hessian matrix
- optimization methods
- linear equations
- temporal difference
- trust region
- wavelet coefficients
- metaheuristic