Multiplicative Parameters in Gradient Descent Methods

Predrag Stanimirović, Marko Miladinović, Snežana Djordjević

We introduced an algorithm for unconstrained optimization based on the reduction of the modified Newton method with line search into a gradient descent method. Main idea used in the algorithm construction is approximation of Hessian by a diagonal matrix. The step length calculation algorithm is based on the Taylor's development in two successive iterative points and the backtracking line search procedure.