Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Nonmonotone Globalization Techniques for the Barzilai-Borwein Gradient Method

Nonmonotone Globalization Techniques for the Barzilai-Borwein Gradient Method In this paper we propose new globalization strategies for the Barzilai and Borwein gradient method, based on suitable relaxations of the monotonicity requirements. In particular, we define a class of algorithms that combine nonmonotone watchdog techniques with nonmonotone linesearch rules and we prove the global convergence of these schemes. Then we perform an extensive computational study, which shows the effectiveness of the proposed approach in the solution of large dimensional unconstrained optimization problems. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Computational Optimization and Applications Springer Journals

Nonmonotone Globalization Techniques for the Barzilai-Borwein Gradient Method

Loading next page...
 
/lp/springer-journals/nonmonotone-globalization-techniques-for-the-barzilai-borwein-gradient-riWYZamEGH

References (30)

Publisher
Springer Journals
Copyright
Copyright © 2002 by Kluwer Academic Publishers
Subject
Mathematics; Optimization; Operations Research, Management Science; Operation Research/Decision Theory; Statistics, general; Convex and Discrete Geometry
ISSN
0926-6003
eISSN
1573-2894
DOI
10.1023/A:1020587701058
Publisher site
See Article on Publisher Site

Abstract

In this paper we propose new globalization strategies for the Barzilai and Borwein gradient method, based on suitable relaxations of the monotonicity requirements. In particular, we define a class of algorithms that combine nonmonotone watchdog techniques with nonmonotone linesearch rules and we prove the global convergence of these schemes. Then we perform an extensive computational study, which shows the effectiveness of the proposed approach in the solution of large dimensional unconstrained optimization problems.

Journal

Computational Optimization and ApplicationsSpringer Journals

Published: Oct 10, 2004

There are no references for this article.