R-linear convergence of the Barzilai and Borwein gradient method
文献类型：期刊论文
| 作者 | Dai, YH; Liao, LZ |
| 刊名 | IMA JOURNAL OF NUMERICAL ANALYSIS
 |
| 出版日期 | 2002 |
| 卷号 | 22期号:1页码:1-10 |
| 关键词 | unconstrained optimization gradient method R-linear convergence strictly convex |
| ISSN号 | 0272-4979 |
| 英文摘要 | Combined with non-monotone line search, the Barzilai and Borwein (BB) gradient method has been successfully extended for solving unconstrained optimization problems and is competitive with conjugate gradient methods. In this paper, we establish the R-linear convergence of the BB method for any-dimensional strongly convex quadratics. One corollary of this result is that the BB method is also locally R-linear convergent for general objective functions, and hence the stepsize in the BB method will always be accepted by the non-monotone line search when the iterate is close to the solution. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000173395600001 |
| 出版者 | OXFORD UNIV PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17378]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Dai, YH |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China 2.Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dai, YH,Liao, LZ. R-linear convergence of the Barzilai and Borwein gradient method[J]. IMA JOURNAL OF NUMERICAL ANALYSIS,2002,22(1):1-10. |
| APA | Dai, YH,&Liao, LZ.(2002).R-linear convergence of the Barzilai and Borwein gradient method.IMA JOURNAL OF NUMERICAL ANALYSIS,22(1),1-10. |
| MLA | Dai, YH,et al."R-linear convergence of the Barzilai and Borwein gradient method".IMA JOURNAL OF NUMERICAL ANALYSIS 22.1(2002):1-10. |
入库方式： OAI收割
来源：数学与系统科学研究院
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