Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/68158
Type: Artigo
Title: Gradient method with retards and generalizations
Author: Friedlander, A.
Martinez, J. M.
Molina, B.
Raydan, M.
Abstract: A generalization of the steepest descent and other methods for solving a large scale symmetric positive definitive system Ax = b is presented. Given a positive integer m, the new iteration is given by x(k+1) = x(k) - lambda(x(nu(k)))(Ax(k) - b), where lambda(x(nu(k))) is the steepest descent step at a previous iteration nu(k) is an element of {k; k - 1 ,..., max {0, k - m}}. The global convergence to the solution of the problem is established under a more general framework, and numerical experiments are performed that suggest that some strategies for the choice of nu(k) give rise to efficient methods for obtaining approximate solutions of the system.
A generalization of the steepest descent and other methods for solving a large scale symmetric positive definitive system Ax = b is presented. Given a positive integer m, the new iteration is given by x(k+1) = x(k) - lambda(x(nu(k)))(Ax(k) - b), where lam
Subject: Quociente de Rayleigh
Métodos do gradiente conjugado
Convergência global
Otimização com restrições
Country: Estados Unidos
Editor: Society for Industrial and Applied Mathematics
Citation: Siam Journal On Numerical Analysis. Siam Publications, v. 36, n. 1, n. 275, n. 289, 1998.
Rights: aberto
Identifier DOI: 10.1137/S003614299427315X
Address: https://epubs.siam.org/doi/abs/10.1137/S003614299427315X
Date Issue: 1998
Appears in Collections:IMECC - Artigos e Outros Documentos

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