A positive barzilai-borwein-like stepsize and an extension for symmetric linear systems

Yu Hong Dai; Mehiddin Al-Baali; Xiaoqi Yang

doi:10.1007/978-3-319-17689-5_3

A positive barzilai-borwein-like stepsize and an extension for symmetric linear systems

Yu Hong Dai, Mehiddin Al-Baali, Xiaoqi Yang

Research output: Chapter in book / Conference proceeding › Conference article published in proceeding or book › Academic research › peer-review

31 Citations (Scopus)

Abstract

The Barzilai and Borwein (BB) gradient method has achieved a lot of attention since it performs much more better than the classical steepest descent method. In this paper, we analyze a positive BB-like gradient stepsize and discuss its possible uses. Specifically, we present an analysis of the positive stepsize for two-dimensional strictly convex quadratic functions and prove the R-superlinear convergence under some assumption. Meanwhile, we extend BB-like methods for solving symmetric linear systems and find that a variant of the positive stepsize is very useful in the context. Some useful discussions on the positive stepsize are also given.

Original language	English
Title of host publication	Numerical Analysis and Optimization, NAO-III 2014
Publisher	Springer New York LLC
Pages	59-75
Number of pages	17
Volume	134
ISBN (Print)	9783319176888
DOIs	https://doi.org/10.1007/978-3-319-17689-5_3
Publication status	Published - 1 Jan 2015
Event	3rd International Conference on Numerical Analysis and Optimization: Theory, Methods, Applications and Technology Transfer, NAOIII-2014 - Muscat, Oman Duration: 5 Jan 2014 → 9 Jan 2014

Conference

Conference	3rd International Conference on Numerical Analysis and Optimization: Theory, Methods, Applications and Technology Transfer, NAOIII-2014
Country/Territory	Oman
City	Muscat
Period	5/01/14 → 9/01/14

Keywords

Barzilai and Borwein gradient method
Condition number
Quadratic function
R-superlinear convergence
Unconstrained optimization

ASJC Scopus subject areas

General Mathematics

More information

10.1007/978-3-319-17689-5_3

Cite this

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Dai, YH, Al-Baali, M & Yang, X 2015, A positive barzilai-borwein-like stepsize and an extension for symmetric linear systems. in Numerical Analysis and Optimization, NAO-III 2014. vol. 134, Springer New York LLC, pp. 59-75, 3rd International Conference on Numerical Analysis and Optimization: Theory, Methods, Applications and Technology Transfer, NAOIII-2014, Muscat, Oman, 5/01/14. https://doi.org/10.1007/978-3-319-17689-5_3

A positive barzilai-borwein-like stepsize and an extension for symmetric linear systems. / Dai, Yu Hong; Al-Baali, Mehiddin; Yang, Xiaoqi.
Numerical Analysis and Optimization, NAO-III 2014. Vol. 134 Springer New York LLC, 2015. p. 59-75.

Research output: Chapter in book / Conference proceeding › Conference article published in proceeding or book › Academic research › peer-review

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N2 - The Barzilai and Borwein (BB) gradient method has achieved a lot of attention since it performs much more better than the classical steepest descent method. In this paper, we analyze a positive BB-like gradient stepsize and discuss its possible uses. Specifically, we present an analysis of the positive stepsize for two-dimensional strictly convex quadratic functions and prove the R-superlinear convergence under some assumption. Meanwhile, we extend BB-like methods for solving symmetric linear systems and find that a variant of the positive stepsize is very useful in the context. Some useful discussions on the positive stepsize are also given.

AB - The Barzilai and Borwein (BB) gradient method has achieved a lot of attention since it performs much more better than the classical steepest descent method. In this paper, we analyze a positive BB-like gradient stepsize and discuss its possible uses. Specifically, we present an analysis of the positive stepsize for two-dimensional strictly convex quadratic functions and prove the R-superlinear convergence under some assumption. Meanwhile, we extend BB-like methods for solving symmetric linear systems and find that a variant of the positive stepsize is very useful in the context. Some useful discussions on the positive stepsize are also given.

KW - Barzilai and Borwein gradient method

KW - Condition number

KW - Quadratic function

KW - R-superlinear convergence

KW - Unconstrained optimization

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BT - Numerical Analysis and Optimization, NAO-III 2014

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ER -

A positive barzilai-borwein-like stepsize and an extension for symmetric linear systems

Abstract

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Keywords

ASJC Scopus subject areas

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