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Hybrid Modification of Accelerated Double Direction Method

机译:加速双向方法的混合修改

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摘要

We present a hybridization of the accelerated gradient method with two vector directions. This hybridization is based on the usage of a chosen three-term hybrid model. Derived hybrid accelerated double direction model keeps preferable properties of both included methods. Convergence analysis demonstrates at least linear convergence of the proposed iterative scheme on the set of uniformly convex and strictly convex quadratic functions. The results of numerical experiments confirm better performance profile in favor of derived hybrid accelerated double direction model when compared to its forerunners.
机译:我们提出了具有两个向量方向的加速梯度方法的混合。此杂交基于所选三项杂交模型的使用。派生的混合加速双向模型保留了所包含的两种方法的较佳属性。收敛分析表明,在一致的凸函数和严格凸的二次函数集上,所提出的迭代方案至少具有线性收敛性。数值实验的结果证实,与先驱相比,其派生的混合加速双向模型具有更好的性能。

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