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Phone: (407) 823-6284;   Fax: (407) 823-6253;   MAP  207

02/23/04 Colloquium

DR. YA-XIANG YUAN
INSTITUTE OF COMPUTATIONAL
MATHEMATICS AND SCI./ENGR. COMPUTING

Stepsizes for the Steepest Descent Method

Abstract:   The steepest descent method is the simplest gradient method for unconstrained optimization. It is well-known that the steepest descent method leads to zig-zags and it converges very slowly (at most linearly) with exact line searches, especially when the optimization problem is ill-conditioned.

The Brazilai and Borwein stepsize formulae suggest stepsizes that ensure superlinear convergences of the steepest descent method. In this talk, we will present some recent advances about the choices of different stepsizes for improving the steepest descent method.
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