Two-Point Step Size Gradient Methods

DOI10.1093/IMANUM/8.1.141zbMATH Open0638.65055OpenAlexW2076605490WikidataQ56935973 ScholiaQ56935973MaRDI QIDQ3779680FDOQ3779680

Authors: Jonathan Barzilai, Jonathan M. Borwein 

Publication date: 1988

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/8.1.141

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zbMATH Keywords

convergencenumerical examplessteepest-descent methodunconstrained minimization secant method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)

Cited In (only showing first 100 items - show all)

• A scaled nonlinear conjugate gradient algorithm for unconstrained optimization
• Nomonotone spectral gradient method for sparse recovery
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
• A software framework for embedded nonlinear model predictive control using a gradient-based augmented Lagrangian approach (GRAMPC)
• Iterative hard thresholding methods for \(l_0\) regularized convex cone programming
• Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
• An efficient augmented Lagrangian method with applications to total variation minimization
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• A new generalized shrinkage conjugate gradient method for sparse recovery
• Gradient descent and fast artificial time integration
• On the regularizing behavior of the SDA and SDC gradient methods in the solution of linear ill-posed problems
• On the application of the spectral projected gradient method in image segmentation
• Algorithms that satisfy a stopping criterion, probably
• On Hager and Zhang's conjugate gradient method with guaranteed descent
• Operator splittings, Bregman methods and frame shrinkage in image processing
• Variational Bayesian strategies for high-dimensional, stochastic design problems
• The chaotic nature of faster gradient descent methods
• A PRP type method for systems of monotone equations
• An efficient gradient method using the Yuan steplength
• An augmented Lagrangian method for binary quadratic programming based on a class of continuous functions
• Spectral scaling BFGS method
• Duality-based algorithms for total-variation-regularized image restoration
• On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
• A limited memory steepest descent method
• Accelerating gradient projection methods for \(\ell _1\)-constrained signal recovery by steplength selection rules
• Applying powell's symmetrical technique to conjugate gradient methods
• A Barzilai-Borwein-like iterative half thresholding algorithm for the \(L_{1/2}\) regularized problem
• A Kronecker approximation with a convex constrained optimization method for blind image restoration
• On nonmonotone Chambolle gradient projection algorithms for total variation image restoration
• On some steplength approaches for proximal algorithms
• Scaled conjugate gradient algorithms for unconstrained optimization
• Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions
• A new analysis on the Barzilai-Borwein gradient method
• Two modified scaled nonlinear conjugate gradient methods
• On the convergence of an active-set method for \(\ell_1\) minimization
• Optimal non-negative forecast reconciliation
• An alternating direction method for linear-constrained matrix nuclear norm minimization.
• A note on the global convergence theorem of the scaled conjugate gradient algorithms proposed by Andrei
• An affine-scaling interior-point CBB method for box-constrained optimization
• Notes on the Dai-Yuan-Yuan modified spectral gradient method
• A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron
• Nonmonotone spectral method for large-scale symmetric nonlinear equations
• ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals
• A spectral dai-yuan-type conjugate gradient method for unconstrained optimization
• A box constrained gradient projection algorithm for compressed sensing
• A new stepsize for the steepest descent method
• Subsampled nonmonotone spectral gradient methods
• Gradient methods with adaptive step-sizes
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae
• Spectral gradient projection method for monotone nonlinear equations with convex constraints
• A framework of constraint preserving update schemes for optimization on Stiefel manifold
• A second-order gradient method for convex minimization
• Nonmonotone derivative-free methods for nonlinear equations
• A gradient-based method for atmospheric tomography
• Local analysis of a spectral correction for the Gauss-Newton model applied to quadratic residual problems
• An improved multi-step gradient-type method for large scale optimization
• An improved gradient projection-based decomposition technique for support vector machines
• Feasible Barzilai-Borwein-like methods for extreme symmetric eigenvalue problems
• Spectral gradient projection method for solving nonlinear monotone equations
• Sparsity reconstruction in electrical impedance tomography: an experimental evaluation
• A feasible method for optimization with orthogonality constraints
• New inexact line search method for unconstrained optimization
• Gradient projection methods for quadratic programs and applications in training support vector machines
• Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
• An ADMM-based interior-point method for large-scale linear programming
• Linear convergence analysis of the use of gradient projection methods on total variation problems
• Linearized alternating direction method for constrained linear least-squares problem.
• A customized Douglas-Rachford splitting algorithm for separable convex minimization with linear constraints
• A reconstruction algorithm for electrical impedance tomography based on sparsity regularization
• Optimal subgradient algorithms for large-scale convex optimization in simple domains
• On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients
• On the stabilizability of the Burgers equation by receding horizon control
• Barzilai-Borwein-like methods for the extreme eigenvalue problem
• Spectral conjugate gradient methods with sufficient descent property for large-scale unconstrained optimization
• Projection algorithms for nonconvex minimization with application to sparse principal component analysis
• A conjugate gradient method to solve convex constrained monotone equations with applications in compressive sensing
• Bregman operator splitting with variable stepsize for total variation image reconstruction
• A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization
• A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization
• An exact algorithm for graph partitioning
• New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
• An augmented Lagrangian approach for sparse principal component analysis
• A flexible inexact-restoration method for constrained optimization
• Nonmonotone Spectral Methods for Large-Scale Nonlinear Systems
• An alternating direction approximate Newton algorithm for ill-conditioned inverse problems with application to parallel MRI
• IMRO: A proximal quasi-Newton method for solving \(\ell_1\)-regularized least squares problems
• A novel approach for solving semidefinite programs
• Application of scaled nonlinear conjugate-gradient algorithms to the inverse natural convection problem
• Discrete processes and their continuous limits
• On efficiency of nonmonotone Armijo-type line searches
• A computation study on an integrated alternating direction method of multipliers for large scale optimization
• An adaptive scaled BFGS method for unconstrained optimization
• Numerical methods for high-dimensional kinetic equations
• A two-stage active-set algorithm for bound-constrained optimization
• A hybrid ODE-based method for unconstrained optimization problems
• Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
• Comparison of minimization methods for nonsmooth image segmentation
• A double parameter scaled BFGS method for unconstrained optimization

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