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

页码：179 / 186

页数：8

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