KMS Of Academy of mathematics and systems sciences, CAS
On the acceleration of the Barzilai-Borwein method | |
Huang, Yakui1; Dai, Yu-Hong2; Liu, Xin-Wei1; Zhang, Hongchao3 | |
2022-01-13 | |
发表期刊 | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS |
ISSN | 0926-6003 |
页码 | 24 |
摘要 | The Barzilai-Borwein (BB) gradient method is efficient for solving large-scale unconstrained problems to modest accuracy due to its ingenious stepsize which generally yields nonmonotone behavior. In this paper, we propose a new stepsize to accelerate the BB method by requiring finite termination for minimizing the two-dimensional strongly convex quadratic function. Based on this new stepsize, we develop an efficient gradient method for quadratic optimization which adaptively takes the nonmonotone BB stepsizes and certain monotone stepsizes. Two variants using retard stepsizes associated with the new stepsize are also presented. Numerical experiments show that our strategies of properly inserting monotone gradient steps into the nonmonotone BB method could significantly improve its performance and our new methods are competitive with the most successful gradient descent methods developed in the recent literature. |
关键词 | Barzilai-Borwein method Gradient methods Finite termination Quadratic optimization |
DOI | 10.1007/s10589-022-00349-z |
收录类别 | SCI |
语种 | 英语 |
资助项目 | National Natural Science Foundation of China[11701137] ; National Natural Science Foundation of China[11631013] ; National Natural Science Foundation of China[12071108] ; National Natural Science Foundation of China[11671116] ; National Natural Science Foundation of China[11991021] ; National Natural Science Foundation of China[12021001] ; Strategic Priority Research Program of Chinese Academy of Sciences[XDA27000000] ; China Scholarship Council[201806705007] ; Natural Science Foundation of Hebei Province[A2021202010] ; USA National Science Foundation[2110722] ; USA National Science Foundation[1819161] ; Beijing Academy of Artificial Intelligence (BAAI) |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
WOS类目 | Operations Research & Management Science ; Mathematics, Applied |
WOS记录号 | WOS:000742263000002 |
出版者 | SPRINGER |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/59866 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Huang, Yakui |
作者单位 | 1.Hebei Univ Technol, Inst Math, Tianjin 300401, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China 3.Louisiana State Univ, Dept Math, Baton Rouge, LA 70803 USA |
推荐引用方式 GB/T 7714 | Huang, Yakui,Dai, Yu-Hong,Liu, Xin-Wei,et al. On the acceleration of the Barzilai-Borwein method[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2022:24. |
APA | Huang, Yakui,Dai, Yu-Hong,Liu, Xin-Wei,&Zhang, Hongchao.(2022).On the acceleration of the Barzilai-Borwein method.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,24. |
MLA | Huang, Yakui,et al."On the acceleration of the Barzilai-Borwein method".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS (2022):24. |
条目包含的文件 | 条目无相关文件。 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论