IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i2p259-d725397.html
   My bibliography  Save this article

An Improved Modification of Accelerated Double Direction and Double Step-Size Optimization Schemes

Author

Listed:
  • Milena J. Petrović

    (Faculty of Sciences and Mathematics, University of Pristina in Kosovska Mitrovica, Lole Ribara 29, 38220 Kosovska Mitrovica, Serbia)

  • Dragana Valjarević

    (Faculty of Sciences and Mathematics, University of Pristina in Kosovska Mitrovica, Lole Ribara 29, 38220 Kosovska Mitrovica, Serbia)

  • Dejan Ilić

    (Faculty of Sciences and Mathematics, University of Niš, Višegradska 33, 18106 Niš, Serbia)

  • Aleksandar Valjarević

    (Faculty of Geography, University of Belgrade, Studentski Trg 3/III, 11000 Belgrade, Serbia)

  • Julija Mladenović

    (Faculty of Mathematics, University of Belgrade, Studentski Trg 16, 11000 Belgrade, Serbia)

Abstract

We propose an improved variant of the accelerated gradient optimization models for solving unconstrained minimization problems. Merging the positive features of either double direction, as well as double step size accelerated gradient models, we define an iterative method of a simpler form which is generally more effective. Performed convergence analysis shows that the defined iterative method is at least linearly convergent for uniformly convex and strictly convex functions. Numerical test results confirm the efficiency of the developed model regarding the CPU time, the number of iterations and the number of function evaluations metrics.

Suggested Citation

  • Milena J. Petrović & Dragana Valjarević & Dejan Ilić & Aleksandar Valjarević & Julija Mladenović, 2022. "An Improved Modification of Accelerated Double Direction and Double Step-Size Optimization Schemes," Mathematics, MDPI, vol. 10(2), pages 1-18, January.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:2:p:259-:d:725397
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/2/259/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/10/2/259/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Predrag S. Stanimirović & Gradimir V. Milovanović & Milena J. Petrović & Nataša Z. Kontrec, 2015. "A Transformation of Accelerated Double Step Size Method for Unconstrained Optimization," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-8, April.
    2. Milena J. Petrović & Predrag S. Stanimirović, 2014. "Accelerated Double Direction Method for Solving Unconstrained Optimization Problems," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-8, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Vladimir Rakočević & Milena J. Petrović, 2022. "Comparative Analysis of Accelerated Models for Solving Unconstrained Optimization Problems with Application of Khan’s Hybrid Rule," Mathematics, MDPI, vol. 10(23), pages 1-13, November.
    2. Milena J. Petrović & Ana Vučetić & Tanja Jovanović Spasojević, 2024. "Hybrid Modified Accelerated Gradient Method for Optimization Processes," Mathematics, MDPI, vol. 12(5), pages 1-13, February.
    3. Halilu, Abubakar Sani & Majumder, Arunava & Waziri, Mohammed Yusuf & Ahmed, Kabiru, 2021. "Signal recovery with convex constrained nonlinear monotone equations through conjugate gradient hybrid approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 520-539.
    4. Dragos-Patru Covei, 2023. "Exact Solution for the Production Planning Problem with Several Regimes Switching over an Infinite Horizon Time," Mathematics, MDPI, vol. 11(20), pages 1-13, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:2:p:259-:d:725397. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.