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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| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
Malaysian Mathematical Science Society
2017
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| Acesso em linha: | http://psasir.upm.edu.my/id/eprint/62502/1/SPECTRAL.pdf |
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