Hybrid modification of accelerated double direction method

Abstract

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.