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 | |
| Source Publication | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
 |
| ISSN | 0926-6003 |
| Pages | 24 |
| Abstract | 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. |
| Keyword | Barzilai-Borwein method Gradient methods Finite termination Quadratic optimization |
| DOI | 10.1007/s10589-022-00349-z |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Operations Research & Management Science ; Mathematics |
| WOS Subject | Operations Research & Management Science ; Mathematics, Applied |
| WOS ID | WOS:000742263000002 |
| Publisher | SPRINGER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/59866 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Huang, Yakui |
| Affiliation | 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 |
| 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. | |||||
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment