A nonmonotone filter barzilai-borwein method for optimization

Y. A.N. Zhang, S. U.N. Wenyu, Liqun Qi

Research output: Journal article publicationJournal articleAcademic researchpeer-review

14 Citations (Scopus)

Abstract

In this paper we present a new globalization strategy of the Barzilai-Borwein gradient method for large scale unconstrained optimization. Based on the filter technique introduced by Fletcher and Leyffer, a modified Barzilai-Borwein method is presented. We prove the global convergence of this method. Extensive numerical results on a set of CUTEr test problems show that the proposed method is competitive. & Operational Research Society of Singapore.
Original languageEnglish
Pages (from-to)55-69
Number of pages15
JournalAsia-Pacific Journal of Operational Research
Volume27
Issue number1
DOIs
Publication statusPublished - 1 Feb 2010

Keywords

  • Barzilai-borwein method
  • Filter method
  • Global convergence
  • Nonmonotone linesearch
  • Unconstrained optimization
  • Watchdog technique

ASJC Scopus subject areas

  • Management Science and Operations Research

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