Feasible Barzilai–Borwein-like methods for extreme symmetric eigenvalue problems

DOI10.1080/10556788.2012.656115zbMath1302.90209OpenAlexW2028397149MaRDI QIDQ2867405

Bo Jiang, Yu-Hong Dai

Publication date: 19 December 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2012.656115

zbMATH Keywords

global convergencesuperlinear convergenceBarzilai-Borwein-like methodfeasibleimproved Wolfe line searchadaptive non-monotone line searchextreme symmetric eigenvalue problems

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (10)

A nonmonotone inexact Newton method for unconstrained optimization ⋮ A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem ⋮ Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization ⋮ A gradient method exploiting the two dimensional quadratic termination property ⋮ Gradient methods exploiting spectral properties ⋮ Barzilai-Borwein-like methods for the extreme eigenvalue problem ⋮ A framework of constraint preserving update schemes for optimization on Stiefel manifold ⋮ On the asymptotic convergence and acceleration of gradient methods ⋮ A family of spectral gradient methods for optimization ⋮ On the acceleration of the Barzilai-Borwein method

Uses Software

• SparseMatrix

Cites Work

• Unnamed Item
• Unnamed Item
• Gradient methods with adaptive step-sizes
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
• R-linear convergence of the Barzilai and Borwein gradient method
• Numerical Methods for Large Eigenvalue Problems
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Two-Point Step Size Gradient Methods
• IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• On the Barzilai and Borwein choice of steplength for the gradient method
• Combination of Jacobi–Davidson and conjugate gradients for the partial symmetric eigenproblem
• Benchmarking optimization software with performance profiles.
• Adaptive two-point stepsize gradient algorithm

This page was built for publication: Feasible Barzilai–Borwein-like methods for extreme symmetric eigenvalue problems