Hessian Spectrum to perturbation factor for gradient method algorithm

Abstract

In this paper, the eigen values of the associated Hessian matrix of our control problem are considered for optimal selection of the perturbation factor (λ) or perturbation parameter for gradient method. The perturbation factor is calculated as an n-dimensional vector as against real number. The numerical results generated compare favorably with the existing works.

Journal of the Nigerian Association of Mathematical Physics Vol. 10 2006: pp. 355-362