A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares

Shiru Li (), Tao Zhang () and Yong Xia ()
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Shiru Li: Beihang University
Tao Zhang: Beihang University
Yong Xia: Beihang University

Computational Optimization and Applications, 2024, vol. 87, issue 3, No 12, 1031 pages

Abstract: Abstract The Barzilai-Borwein (BB) steplengths play great roles in practical gradient methods for solving unconstrained optimization problems. Motivated by the observation that the two well-known BB steplengths correspond to the ordinary and the data least squares, respectively, we introduce a novel family of BB steplengths from the viewpoint of scaled total least squares. Numerical experiments demonstrate that high performance can be received by a carefully-selected BB steplength in the new family.

Keywords: Unconstrained optimization; Gradient descent; BB steplength; Total least squares (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10589-023-00546-4

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