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On the acceleration of the Barzilai-Borwein method

文献类型：期刊论文

作者Huang, Yakui1; Dai, Yu-Hong2; Liu, Xin-Wei1; Zhang, Hongchao3
刊名COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
出版日期2022-01-13
页码24
关键词Barzilai-Borwein method Gradient methods Finite termination Quadratic optimization
ISSN号0926-6003
DOI10.1007/s10589-022-00349-z
英文摘要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.
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
语种英语
WOS记录号WOS:000742263000002
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/59865]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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