ON THE BARZILAI AND BORWEIN CHOICE OF STEPLENGTH FOR THE GRADIENT-METHOD

被引:300
作者
RAYDAN, M
机构
[1] Department of Mathematics, University of Kentucky, Lexington, KY
关键词
D O I
10.1093/imanum/13.3.321
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In a recent paper, Barzilai and Borwein presented a new choice of steplength for the gradient method. Their choice does not guarantee descent in the objective function and greatly speeds up the convergence of the method. They presented a convergence analysis of their method only in the two-dimensional quadratic case. We establish the convergence of the Barzilai and Borwein gradient method when applied to the minimization of a strictly convex quadratic function of any number of variables.
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页码:321 / 326
页数:6
相关论文
共 2 条
  • [1] 2-POINT STEP SIZE GRADIENT METHODS
    BARZILAI, J
    BORWEIN, JM
    [J]. IMA JOURNAL OF NUMERICAL ANALYSIS, 1988, 8 (01) : 141 - 148
  • [2] Fletcher R., 1990, LECT APPL MATH, P165