Two-point step size gradient methods. (English) Zbl 0638.65055

For the steepest-descent method two-point step sizes are derived by approximating the secant equation. A convergence analysis of these methods made in the two-dimensional quadratic case. According the numerical examples, these algorithms achieve better performance and cheaper computation than the classical steepest-descent method.
Reviewer: J.Abaffy


65K05 Numerical mathematical programming methods
65K10 Numerical optimization and variational techniques
90C30 Nonlinear programming
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