The cyclic Barzilai-–Borwein method for unconstrained optimization
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Publication:5480392
DOI10.1093/IMANUM/DRL006zbMATH Open1147.65315OpenAlexW2144331407MaRDI QIDQ5480392FDOQ5480392
Authors: William Hager, Klaus Schittkowski, Hongchao Zhang, Yuhong Dai 
Publication date: 1 August 2006
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drl006
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convergencealgorithmunconstrained optimizationnumerical experimentsconjugate gradient algorithmgradient methodconvex quadratic programmingnon-monotone line searchcyclic Barzilai-Borwein method
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Nonlinear programming (90C30)
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- On the regularizing behavior of the SDA and SDC gradient methods in the solution of linear ill-posed problems
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- On \(R\)-linear convergence analysis for a class of gradient methods
- Scaling techniques for gradient projection-type methods in astronomical image deblurring
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- A cyclic block coordinate descent method with generalized gradient projections
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- Computational experience with numerical methods for nonnegative least-squares problems.
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- A family of spectral gradient methods for optimization
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- Fast gradient methods with alignment for symmetric linear systems without using Cauchy step
- Shrinking gradient descent algorithms for total variation regularized image denoising
- PACBB: a projected adaptive cyclic Barzilai-Borwein method for box constrained optimization
- Scaled diagonal gradient-type method with extra update for large-scale unconstrained optimization
- Scaling techniques for \(\epsilon\)-subgradient methods
- Gradient-based method with active set strategy for \(\ell _1\) optimization
- A modified conjugate gradient algorithm with cyclic Barzilai-Borwein steplength for unconstrained optimization
- Spectral properties of Barzilai-Borwein rules in solving singly linearly constrained optimization problems subject to lower and upper bounds
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- A stochastic variance reduced gradient method with adaptive step for stochastic optimization
- A Riemannian nonmonotone spectral method for self-adjoint tangent vector field
- A New Dai-Liao Conjugate Gradient Method based on Approximately Optimal Stepsize for Unconstrained Optimization
- A wedge trust region method with self-correcting geometry for derivative-free optimization
- Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm
- Cyclic gradient methods for unconstrained optimization
- Delayed weighted gradient method with simultaneous step-sizes for strongly convex optimization
- A modified Cauchy-Barzilai-Borwein method
- A globally optimal tri-vector method to solve an ill-posed linear system
- Delayed gradient methods for symmetric and positive definite linear systems
- Feature selection using stochastic approximation with Barzilai and Borwein non-monotone gains
- On projected alternating BB methods for variational inequalities
- An active set method for bound-constrained optimization
- An efficient gradient method with approximately optimal stepsize based on tensor model for unconstrained optimization
- A gradient method exploiting the two dimensional quadratic termination property
- Several kinds of acceleration techniques for unconstrained optimization first-order algorithms
- A harmonic framework for stepsize selection in gradient methods
- An accurate active set conjugate gradient algorithm with project search for bound constrained optimization
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