Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization

In this paper, we aim to propose some spectral gradient methods via variational technique under log-determinant norm. The spectral parameters satisfy the modified weak secant relations that inspired by the multistep approximation for solving large scale unconstrained optimization. An executable code...

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Main Authors: Hong, Seng Sim, Wah, June Leong, Chuei, Yee Chen, Ibrahim, Siti Nur Iqmal
Format: Article
Language:English
Published: AIMS 2018
Online Access:http://psasir.upm.edu.my/id/eprint/75051/
http://psasir.upm.edu.my/id/eprint/75051/1/Multi-step%20spectral.pdf
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author Hong, Seng Sim
Wah, June Leong
Chuei, Yee Chen
Ibrahim, Siti Nur Iqmal
author_facet Hong, Seng Sim
Wah, June Leong
Chuei, Yee Chen
Ibrahim, Siti Nur Iqmal
author_sort Hong, Seng Sim
building UPM Institutional Repository
collection Online Access
description In this paper, we aim to propose some spectral gradient methods via variational technique under log-determinant norm. The spectral parameters satisfy the modified weak secant relations that inspired by the multistep approximation for solving large scale unconstrained optimization. An executable code is developed to test the efficiency of the proposed method with spectral gradient method using standard weak secant relation as constraint. Numerical results are presented which suggest a better performance has been achieved.
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institution Universiti Putra Malaysia
institution_category Local University
language English
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publishDate 2018
publisher AIMS
recordtype eprints
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spelling upm-750512020-03-17T08:16:00Z http://psasir.upm.edu.my/id/eprint/75051/ Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization Hong, Seng Sim Wah, June Leong Chuei, Yee Chen Ibrahim, Siti Nur Iqmal In this paper, we aim to propose some spectral gradient methods via variational technique under log-determinant norm. The spectral parameters satisfy the modified weak secant relations that inspired by the multistep approximation for solving large scale unconstrained optimization. An executable code is developed to test the efficiency of the proposed method with spectral gradient method using standard weak secant relation as constraint. Numerical results are presented which suggest a better performance has been achieved. AIMS 2018 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/75051/1/Multi-step%20spectral.pdf Hong, Seng Sim and Wah, June Leong and Chuei, Yee Chen and Ibrahim, Siti Nur Iqmal (2018) Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization. Numerical Algebra, Control and Optimization, 8 (3). 377 - 387. ISSN 2155-3289, ESSN: 2155-3297 10.3934/naco.2018024
spellingShingle Hong, Seng Sim
Wah, June Leong
Chuei, Yee Chen
Ibrahim, Siti Nur Iqmal
Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
title Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
title_full Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
title_fullStr Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
title_full_unstemmed Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
title_short Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
title_sort multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
url http://psasir.upm.edu.my/id/eprint/75051/
http://psasir.upm.edu.my/id/eprint/75051/
http://psasir.upm.edu.my/id/eprint/75051/1/Multi-step%20spectral.pdf