Stochastic gradient method with Barzilai-Borwein step for unconstrained nonlinear optimization
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Publication:1995392
DOI10.1134/S106423072101010XzbMATH Open1458.93268OpenAlexW3130150096MaRDI QIDQ1995392FDOQ1995392
Authors: Yanyan Li 
Publication date: 23 February 2021
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s106423072101010x
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Cites Work
- Introductory lectures on convex optimization. A basic course.
- A Stochastic Approximation Method
- Two-Point Step Size Gradient Methods
- Step-sizes for the gradient method
- Differentially private empirical risk minimization
- A proximal stochastic gradient method with progressive variance reduction
- Stochastic dual coordinate ascent methods for regularized loss minimization
- On the Barzilai and Borwein choice of steplength for the gradient method
- Modified two-point stepsize gradient methods for unconstrained optimization
- New method of stochastic approximation type
Cited In (10)
- A stochastic variance reduced gradient method with adaptive step for stochastic optimization
- A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
- An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization
- Stochastic gradient descent with Barzilai-Borwein update step for SVM
- A stabilized simulated annealing based Barzilai-Borwein method for the solution of unconstrained optimization problems
- Scale invariant stochastic gradient method with momentum
- On the Barzilai and Borwein choice of steplength for the gradient method
- The Barzilai and Borwein gradient method with nonmonotone line search for nonsmooth convex optimization problems
- Adaptive step size rules for stochastic optimization in large-scale learning
- Adaptive learning rate optimization algorithms with dynamic bound based on Barzilai-Borwein method
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