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

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• 作者：Yutao Zheng ; Bing Zheng
• 关键词：BB gradient method ; Modified BB gradient method ; Multi ; step method ; Global convergence
• 刊名：Journal of Optimization Theory and Applications
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：172
• 期：1
• 页码：179-186
• 全文大小：
• 刊物主题：Calculus of Variations and Optimal Control; Optimization; Optimization; Theory of Computation; Applications of Mathematics; Engineering, general; Operation Research/Decision Theory;
• 出版者：Springer US
• ISSN：1573-2878
• 卷排序：172

文摘

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.