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A Transformation of Accelerated Double Step Size Method for Unconstrained Optimization

Author

Listed:
  • Predrag S. Stanimirović
  • Gradimir V. Milovanović
  • Milena J. Petrović
  • Nataša Z. Kontrec

Abstract

A reduction of the originally double step size iteration into the single step length scheme is derived under the proposed condition that relates two step lengths in the accelerated double step size gradient descent scheme. The proposed transformation is numerically tested. Obtained results confirm the substantial progress in comparison with the single step size accelerated gradient descent method defined in a classical way regarding all analyzed characteristics: number of iterations, CPU time, and number of function evaluations. Linear convergence of derived method has been proved.

Suggested Citation

  • 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.
    • Handle: RePEc:hin:jnlmpe:283679
    DOI: 10.1155/2015/283679
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    Cited by:

    1. 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.
    2. 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.
    3. 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.

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