Stochastic gradient method with Barzilai-Borwein step for unconstrained nonlinear optimization
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Publication:1995392
DOI10.1134/S106423072101010XzbMATH Open1458.93268OpenAlexW3130150096MaRDI QIDQ1995392FDOQ1995392
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
- Title not available (Why is that?)
- 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 (5)
- An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization
- Stochastic gradient descent with Barzilai-Borwein update step for SVM
- 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
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