A variante de Barzilai-Borwein do método gradiente
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| Main Author: | |
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| Publication Date: | 2016 |
| Format: | Master thesis |
| Language: | por |
| Source: | Repositório Institucional da UFG |
| Download full: | http://repositorio.bc.ufg.br/tede/handle/tede/6193 |
Summary: | The gradient method is a classical optimization methods to minimize a function. This method deserves special mention for its simplicity and easy understanding. This work is based on the study of the gradient method with step size given by the variant Barzilai- Borwein. Our goal is to present the convergence of the method with this variant. First we will study the two-dimensional case, for strictly convex quadratic functions. In this case, besides obtaining the convergence of the method, we see that such convergence occurs with R-superlinear rate. In the final part of the work, we will study the method with the variant Barzilai-Borwein not necessarily quadratic functions, concluding that the method converges. |
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