A New Modified Barzilai-Borwein Gradient Method for the Quadratic Minimization Problem

被引：8
|
作者：
Zheng, Yutao [1 ]
Zheng, Bing [1 ]
机构：
[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2017年 / 172卷 / 01期
基金：
美国国家科学基金会;
关键词：
BB gradient method; Modified BB gradient method; Multi-step method; Global convergence; STEEPEST DESCENT;
D O I：
10.1007/s10957-016-1008-9
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A new modified Barzilai-Borwein gradient method for solving the strictly convex quadratic minimization problem is proposed by properly changing the Barzilai-Borwein stepsize such that some certain multi-step quasi-Newton condition is satisfied. The global convergence is analyzed. Numerical experiments show that the new method can outperform some known gradient methods.
引用
收藏
页码：179 / 186
页数：8
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