Stochastic gradient method with Barzilai-Borwein step for unconstrained nonlinear optimization
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Publication:1995392
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Cites work
- A Stochastic Approximation Method
- A proximal stochastic gradient method with progressive variance reduction
- Differentially private empirical risk minimization
- Introductory lectures on convex optimization. A basic course.
- Modified two-point stepsize gradient methods for unconstrained optimization
- New method of stochastic approximation type
- On the Barzilai and Borwein choice of steplength for the gradient method
- Step-sizes for the gradient method
- Stochastic dual coordinate ascent methods for regularized loss minimization
- Two-Point Step Size Gradient Methods
Cited in
(10)- 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
- Scale invariant stochastic gradient method with momentum
- A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
- Stochastic gradient descent with Barzilai-Borwein update step for SVM
- An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization
- A stabilized simulated annealing based Barzilai-Borwein method for the solution of unconstrained optimization problems
- A stochastic variance reduced gradient method with adaptive step for stochastic optimization
- Adaptive learning rate optimization algorithms with dynamic bound based on Barzilai-Borwein method
- On the Barzilai and Borwein choice of steplength for the gradient method
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