A family of spectral gradient methods for optimization
Optimization and Control
2018-12-10 v1
Abstract
We propose a family of spectral gradient methods, whose stepsize is determined by a convex combination of the long Barzilai-Borwein (BB) stepsize and the short BB stepsize. Each member of the family is shown to share certain quasi-Newton property in the sense of least squares. The family also includes some other gradient methods as its special cases. We prove that the family of methods is -superlinearly convergent for two-dimensional strictly convex quadratics. Moreover, the family is -linearly convergent in the any-dimensional case. Numerical results of the family with different settings are presented, which demonstrate that the proposed family is promising.
Cite
@article{arxiv.1812.02974,
title = {A family of spectral gradient methods for optimization},
author = {Yu-Hong Dai and Yakui Huang and Xin-Wei Liu},
journal= {arXiv preprint arXiv:1812.02974},
year = {2018}
}
Comments
22 pages, 2figures