The cyclic Barzilai-–Borwein method for unconstrained optimization
نویسندگان
چکیده
منابع مشابه
The cyclic Barzilai–Borwein method for unconstrained optimization
In the cyclic Barzilai–Borwein (CBB) method, the same Barzilai–Borwein (BB) stepsize is reused for m consecutive iterations. It is proved that CBB is locally linearly convergent at a local minimizer with positive definite Hessian. Numerical evidence indicates that when m > n/2 3, where n is the problem dimension, CBB is locally superlinearly convergent. In the special case m = 3 and n = 2, it i...
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ژورنال
عنوان ژورنال: IMA Journal of Numerical Analysis
سال: 2006
ISSN: 1464-3642,0272-4979
DOI: 10.1093/imanum/drl006