The seminal paper by Barzilai and Borwein (1988) has given rise to an extensive investigation, leading to the development of effective gradient methods. Several steplength rules have been first designed for unconstrained quadratic problems and then extended to general nonlinear optimization problems. These rules share the common idea of attempting to capture, in an inexpensive way, some second-order information. However, the convergence theory of the gradient methods using the previous rules does not explain their effectiveness, and a full understanding of their practical behaviour is still missing. In this work we investigate the relationships between the steplengths of a variety of gradient methods and the spectrum of the Hessian of the objective function, providing insight into the computational effectiveness of the methods, for both quadratic and general unconstrained optimization problems. Our study also identifies basic principles for designing effective gradient methods
We propose a new gradient method for quadratic programming, named SDC, which alternates some steepest descent (SD) iterates with some gradient iterates that use a constant steplength computed through the Yuan formula. The SDC method exploits the asymptotic spectral behaviour of the Yuan steplength to foster a selective elimination of the components of the gradient along the eigenvectors of the Hessian matrix, i.e., to push the search in subspaces of smaller and smaller dimensions. The new method has global and R-linear convergence. Furthermore, numerical experiments show that it tends to outperform the Dai–Yuan method, which is one of the fastest methods among the gradient ones. In particular, SDC appears superior as the Hessian condition number and the accuracy requirement increase. Finally, if the number of consecutive SD iterates is not too small, the SDC method shows a monotonic behaviour
We report on a new optical implementation of primary gas thermometry based on laser-absorption spectrometry in the near infrared. The method consists in retrieving the Doppler broadening from highly accurate observations of the line shape of the R(12) nu1+2nu2(0)+nu3 transition in CO2 gas at thermodynamic equilibrium. Doppler width measurements as a function of gas temperature, ranging between the triple point of water and the gallium melting point, allowed for a spectroscopic determination of the Boltzmann constant with a relative accuracy of approximately 1.6 x 10(-4).
In recent years it has been made more and more clear that the critical issue in gradient methods is the choice of the step length, whereas using the gradient as search direction may lead to very effective algorithms, whose surprising behaviour has been only partially explained, mostly in terms of the spectrum of the Hessian matrix. On the other hand, the convergence of the classical Cauchy steepest descent (SD) method has been extensively analysed and related to the spectral properties of the Hessian matrix, but the connection with the spectrum of the Hessian has been little exploited to modify the method in order to improve its behaviour. In this work we show how, for convex quadratic problems, moving from some theoretical properties of the SD method, second-order information provided by the step length can be exploited to dramatically improve the usually poor practical behaviour of this method. This allows to achieve computational results comparable with those of the Barzilai and Borwein algorithm, with the further advantage of a monotonic behaviour.
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