Generalized Barzilai and Borwein method for large-scale unconstrained optimization.

The focus of the thesis is on finding the unconstrained minimizer of a function by using the fixed steps gradient method. Specifically, we will focus on the Barzilai and Borwein (BB) method. In this thesis, we propose a generalized Barzilai and Borwein (GBB) method that can overcome some disadvantag...

Description complète

Détails bibliographiques
Auteur principal: Koo, Boon Yuan
Format: Thèse
Langue:anglais
anglais
Publié: 2011
Sujets:
Accès en ligne:http://psasir.upm.edu.my/id/eprint/27372/1/FS%202011%20107R.pdf