English

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 RR-superlinearly convergent for two-dimensional strictly convex quadratics. Moreover, the family is RR-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.

Keywords

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

R2 v1 2026-06-23T06:35:13.961Z