A New Modified Barzilai–Borwein Gradient Method for the Quadratic Minimization Problem
Yutao Zheng () and
Bing Zheng ()
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Yutao Zheng: Lanzhou University
Bing Zheng: Lanzhou University
Journal of Optimization Theory and Applications, 2017, vol. 172, issue 1, No 10, 179-186
Abstract:
Abstract A new modified Barzilai–Borwein gradient method for solving the strictly convex quadratic minimization problem is proposed by properly changing the Barzilai–Borwein stepsize such that some certain multi-step quasi-Newton condition is satisfied. The global convergence is analyzed. Numerical experiments show that the new method can outperform some known gradient methods.
Keywords: BB gradient method; Modified BB gradient method; Multi-step method; Global convergence; 65K05; 90C20; 90C52 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10957-016-1008-9
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