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Hybrid Modified Accelerated Gradient Method for Optimization Processes

Author

Listed:
  • Milena J. Petrović

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

  • Ana Vučetić

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

  • Tanja Jovanović Spasojević

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

Abstract

This research reveals a hybrid variant of the modified accelerated gradient method. We prove that derived iteration is linearly convergent on the set of uniformly convex functions. Performance profiles of the introduced hybrid method were numerically compared with its non-hybrid version. The analyzed characteristics were CPU time, the number of iterations and the number of function evaluations. The results of the numerical experiments show a better performance in favor of the derived hybrid accelerated model compared with its forerunner.

Suggested Citation

  • 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.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:5:p:632-:d:1342749
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    References listed on IDEAS

    as
    1. 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.
    2. Petrović, Milena J., 2015. "An Accelerated Double Step Size model in unconstrained optimization," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 309-319.
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