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Multi-spectral gradient method via variational technique under log-determinant norm for large-scale optimization

The spectral gradient method is popular due to the fact that only the gradient of the objective function is required at each iterate. Besides that, it is more efficient than the quasi-Newton method as the storage of second derivatives (Hessian) approximation are not required especially when the dime...

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Những tác giả chính:	Hong, Seng Sim, Leong, Wah June, Chen, Chuei Yee, Ibrahim, Siti Nur Iqmal
Định dạng:	Bài viết
Ngôn ngữ:	English
Được phát hành:	Malaysian Mathematical Science Society 2017
Truy cập trực tuyến:	http://psasir.upm.edu.my/id/eprint/62502/1/SPECTRAL.pdf
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