CSpace
On the acceleration of the Barzilai-Borwein method
Huang, Yakui1; Dai, Yu-Hong2; Liu, Xin-Wei1; Zhang, Hongchao3
2022-01-13
Source PublicationCOMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN0926-6003
Pages24
AbstractThe 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.
KeywordBarzilai-Borwein method Gradient methods Finite termination Quadratic optimization
DOI10.1007/s10589-022-00349-z
Indexed BySCI
Language英语
Funding ProjectNational 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 Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000742263000002
PublisherSPRINGER
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/59866
Collection中国科学院数学与系统科学研究院
Corresponding AuthorHuang, Yakui
Affiliation1.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
Recommended Citation
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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Huang, Yakui]'s Articles
[Dai, Yu-Hong]'s Articles
[Liu, Xin-Wei]'s Articles
Baidu academic
Similar articles in Baidu academic
[Huang, Yakui]'s Articles
[Dai, Yu-Hong]'s Articles
[Liu, Xin-Wei]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Huang, Yakui]'s Articles
[Dai, Yu-Hong]'s Articles
[Liu, Xin-Wei]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.