EQUIPPING THE BARZILAI-BORWEIN METHOD WITH THE TWO DIMENSIONAL QUADRATIC TERMINATION PROPERTY
文献类型：期刊论文
| 作者 | Ya-Kui Huang1; Yu-Hong Dai2,3; Xin-Wei Liu1 |
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2021 |
| 卷号 | 31期号:4页码:3068-3096 |
| 关键词 | Barzilai-Borwein method quadratic termination property unconstrained opti-mization extreme eigenvalue problem box-constrained optimization singly linearly box-constrained optimization |
| ISSN号 | 1052-6234 |
| DOI | 10.1137/21M1390785 |
| 英文摘要 | A novel gradient stepsize is derived at the motivation of equipping the BarzilaiBorwein (BB) method with the two dimensional quadratic termination property. A remarkable feature of the novel stepsize is that its computation only depends on the BB stepsizes in previous iterations and does not require any exact line search or the Hessian, and hence it can easily be extended for nonlinear optimization. By adaptively taking long BB steps and some short steps associated with the new stepsize, we develop an efficient gradient method for quadratic optimization and general unconstrained optimization and extend it to solve extreme eigenvalue problems. The proposed method is further extended for box-constrained optimization and singly linearly box-constrained optimization by incorporating gradient projection techniques. Numerical experiments demonstrate that the proposed method outperforms the most successful gradient methods in the literature. |
| 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 the Chinese Academy of Sciences[XDA27000000] ; Natural Science Foundation of Hebei Province[A2021202010] ; Beijing Academy of Artificial Intelligence (BAAI) |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000738355700023 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/59838]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Yu-Hong Dai |
| 作者单位 | 1.Hebei Univ Technol, Inst Math, Tianjin 300401, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, LSEC, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Ya-Kui Huang,Yu-Hong Dai,Xin-Wei Liu. EQUIPPING THE BARZILAI-BORWEIN METHOD WITH THE TWO DIMENSIONAL QUADRATIC TERMINATION PROPERTY[J]. SIAM JOURNAL ON OPTIMIZATION,2021,31(4):3068-3096. |
| APA | Ya-Kui Huang,Yu-Hong Dai,&Xin-Wei Liu.(2021).EQUIPPING THE BARZILAI-BORWEIN METHOD WITH THE TWO DIMENSIONAL QUADRATIC TERMINATION PROPERTY.SIAM JOURNAL ON OPTIMIZATION,31(4),3068-3096. |
| MLA | Ya-Kui Huang,et al."EQUIPPING THE BARZILAI-BORWEIN METHOD WITH THE TWO DIMENSIONAL QUADRATIC TERMINATION PROPERTY".SIAM JOURNAL ON OPTIMIZATION 31.4(2021):3068-3096. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
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。