Past Issues

Studies in Informatics and Control
Vol. 14, No. 2, 2005

An Acceleration of Gradient Descent Algorithm with Backtracking for Unconstrained Optimization

Neculai Andrei
Abstract

In this paper we introduce an acceleration of gradient descent algorithm with backtracking. The idea is to modify the steplength tk by means of a positive parameter  k , in a multiplicative manner, in such a way to improve the behaviour of the classical gradient algorithm. It is shown that the resulting algorithm remains linear convergent, but the reduction in function value is significantly improved.

Keywords

gradient descent methods, backtracking, acceleration methods

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