A Barzilai-Borwein type method for minimizing composite functions (Q494671): Difference between revisions
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| Property / author: Hong-Wei Liu / rank | |||
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In this paper, a Barzilai and Borwein type method [\textit{J. Barzilai} and \textit{J. M. Borwein}, IMA J. Numer. Anal. 8, No. 1, 141--148 (1988; Zbl 0638.65055)] is used to minimize the sum of a smooth function and a convex regularizer. The sublinear and R-linear convergence of the method is established when the objective function is convex and strongly convex, respectively. The efficiency of the method is illustrated by some numerical experimental results on \(l_2\)-\(l_1\) problems, image deblurring problems, group-separable regularizers, and total variation regularization problems. | |||
| Property / review text: In this paper, a Barzilai and Borwein type method [\textit{J. Barzilai} and \textit{J. M. Borwein}, IMA J. Numer. Anal. 8, No. 1, 141--148 (1988; Zbl 0638.65055)] is used to minimize the sum of a smooth function and a convex regularizer. The sublinear and R-linear convergence of the method is established when the objective function is convex and strongly convex, respectively. The efficiency of the method is illustrated by some numerical experimental results on \(l_2\)-\(l_1\) problems, image deblurring problems, group-separable regularizers, and total variation regularization problems. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6477408 / rank | |||
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| Property / zbMATH Keywords | |||
Barzilai-Borwein method | |||
| Property / zbMATH Keywords: Barzilai-Borwein method / rank | |||
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linear convergence | |||
| Property / zbMATH Keywords: linear convergence / rank | |||
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nonmonotone | |||
| Property / zbMATH Keywords: nonmonotone / rank | |||
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\(\ell_2\)-\(\ell_1\) minimization | |||
| Property / zbMATH Keywords: \(\ell_2\)-\(\ell_1\) minimization / rank | |||
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Revision as of 23:41, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Barzilai-Borwein type method for minimizing composite functions |
scientific article |
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A Barzilai-Borwein type method for minimizing composite functions (English)
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1 September 2015
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In this paper, a Barzilai and Borwein type method [\textit{J. Barzilai} and \textit{J. M. Borwein}, IMA J. Numer. Anal. 8, No. 1, 141--148 (1988; Zbl 0638.65055)] is used to minimize the sum of a smooth function and a convex regularizer. The sublinear and R-linear convergence of the method is established when the objective function is convex and strongly convex, respectively. The efficiency of the method is illustrated by some numerical experimental results on \(l_2\)-\(l_1\) problems, image deblurring problems, group-separable regularizers, and total variation regularization problems.
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Barzilai-Borwein method
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linear convergence
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nonmonotone
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\(\ell_2\)-\(\ell_1\) minimization
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