A nonmonotone filter barzilai-borwein method for optimization

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

doi:10.1142/S0217595910002582

A nonmonotone filter barzilai-borwein method for optimization

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

Research output: Journal article publication › Journal article › Academic research › peer-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 language	English
Pages (from-to)	55-69
Number of pages	15
Journal	Asia-Pacific Journal of Operational Research
Volume	27
Issue number	1
DOIs	https://doi.org/10.1142/S0217595910002582
Publication status	Published - 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

More information

10.1142/S0217595910002582

Cite this

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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.",

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AB - 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.

KW - Barzilai-borwein method

KW - Filter method

KW - Global convergence

KW - Nonmonotone linesearch

KW - Unconstrained optimization

KW - Watchdog technique

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JO - Asia-Pacific Journal of Operational Research

JF - Asia-Pacific Journal of Operational Research

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ER -

A nonmonotone filter barzilai-borwein method for optimization

Abstract

Keywords

ASJC Scopus subject areas

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