دورية أكاديمية
An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost
| العنوان: | An asymptotically optimal gradient algorithm for quadratic optimization with low computational cost |
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| المؤلفون: | Zhigljavsky, Anatoly, A., Pronzato, Luc, Bukina, Elena |
| المساهمون: | School of Mathematics Cardiff, Cardiff University, Laboratoire d'Informatique, Signaux, et Systèmes de Sophia-Antipolis (I3S) / Equipe SYSTEMES, Signal, Images et Systèmes (Laboratoire I3S - SIS), Laboratoire d'Informatique, Signaux, et Systèmes de Sophia Antipolis (I3S), Université Nice Sophia Antipolis (1965 - 2019) (UNS)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UniCA)-Université Nice Sophia Antipolis (1965 - 2019) (UNS)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UniCA)-Laboratoire d'Informatique, Signaux, et Systèmes de Sophia Antipolis (I3S), Université Nice Sophia Antipolis (1965 - 2019) (UNS)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UniCA)-Université Nice Sophia Antipolis (1965 - 2019) (UNS)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UniCA) |
| المصدر: | ISSN: 1862-4472. |
| بيانات النشر: | HAL CCSD Springer Verlag |
| سنة النشر: | 2013 |
| المجموعة: | HAL Université Côte d'Azur |
| مصطلحات موضوعية: | Quadratic optimization, gradient algorithms, conjugate gradient, arcsine distribution, Fibonacci numbers, estimation of leading eigenvalues, 65H17, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA] |
| الوصف: | International audience ; We consider gradient algorithms for minimizing a quadratic function in R^n with large n. We suggest a particular sequence of step-lengthes and demonstrate that the resulting gradient algorithm has a convergence rate comparable with that of Conjugate Gradients and other methods based on the use of Krylov spaces. When the problem is large and sparse, the proposed algorithm can be more efficient than the Conjugate Gradient algorithm in terms of computational cost, as k iterations of the proposed algorithm only require the computation of O(log k) inner products. |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| العلاقة: | hal-00630982; https://hal.science/hal-00630982Test; https://hal.science/hal-00630982/documentTest; https://hal.science/hal-00630982/file/Bukina-P-Z_OPTIMIZATION-HAL.pdfTest |
| DOI: | 10.1007/s11590-012-0491-7 |
| الإتاحة: | https://doi.org/10.1007/s11590-012-0491-7Test https://hal.science/hal-00630982Test https://hal.science/hal-00630982/documentTest https://hal.science/hal-00630982/file/Bukina-P-Z_OPTIMIZATION-HAL.pdfTest |
| حقوق: | info:eu-repo/semantics/OpenAccess |
| رقم الانضمام: | edsbas.DE95631A |
| قاعدة البيانات: | BASE |
| DOI: | 10.1007/s11590-012-0491-7 |
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