Related papers: A unified framework for inexact adaptive stepsizes…
The Barzilai-Borwein (BB) gradient method is efficient for solving large-scale unconstrained problems to the modest accuracy and has a great advantage of being easily extended to solve a wide class of constrained optimization problems. In…
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…
A new type of stepsize, which was recently introduced by Liu and Liu (Optimization, 67(3), 427-440, 2018), is called approximately optimal stepsize and is quit efficient for gradient method. Interestingly, all gradient methods can be…
Quasi-Newton methods are widely used for solving convex optimization problems due to their ease of implementation, practical efficiency, and strong local convergence guarantees. However, their global convergence is typically established…
A novel gradient stepsize is derived at the motivation of equipping the Barzilai-Borwein (BB) method with two dimensional quadratic termination property. A remarkable feature of the novel stepsize is that its computation only depends on the…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
We propose a new stepsize for the gradient method. It is shown that this new stepsize will converge to the reciprocal of the largest eigenvalue of the Hessian, when Dai-Yang's asymptotic optimal gradient method (Computational Optimization…
It is widely accepted that the stepsize is of great significance to gradient method. Two efficient gradient methods with approximately optimal stepsizes mainly based on regularization models are proposed for unconstrained optimization. More…
The Barzilai and Borwein (BB) gradient method is one of the most widely-used line-search gradient methods. It computes the step-size for the current iterate by using the information carried in the previous iteration. Recently, William Kahan…
This paper proposes a new steepest gradient descent method for solving nonconvex finite minimax problems using non-monotone adaptive step sizes and providing proof of convergence results in cases of the nonconvex, quasiconvex, and…
Based on differences of points and differences of gradients over the most recent three iterations, together with the Taylor's theorem, two forms of the quasi-Newton equations at the recent iteration are constructed. By using the two forms…
We consider a distributed multi-agent optimization problem over a time-invariant undirected graph, where each agent possesses a local objective function and all agents collaboratively minimize the average of all objective functions through…
The Barzilai-Borwein (BB) method is an effective gradient descent algorithm for solving unconstrained optimization problems. Based on the observation of two classical BB step sizes, by constructing an interpolated least squares model, we…
Recent studies show that the two-dimensional quadratic termination property has great potential in improving performance of the gradient method. However, it is not clear whether higher-dimensional quadratic termination leads further…
We consider the use of a curvature-adaptive step size in gradient-based iterative methods, including quasi-Newton methods, for minimizing self-concordant functions, extending an approach first proposed for Newton's method by Nesterov. This…
In this paper, we propose AdaBB, an adaptive gradient method based on the Barzilai-Borwein stepsize. The algorithm is line-search-free and parameter-free, and essentially provides a convergent variant of the Barzilai-Borwein method for…
We consider the asymptotic behavior of a family of gradient methods, which include the steepest descent and minimal gradient methods as special instances. It is proved that each method in the family will asymptotically zigzag between two…
This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…
The growth in sizes of large-scale systems and data in machine learning have made distributed optimization a naturally appealing technique to solve decision problems in different contexts. In such methods, each agent iteratively carries out…
Leveraging on recent advancements on adaptive methods for convex minimization problems, this paper provides a linesearch-free proximal gradient framework for globalizing the convergence of popular stepsize choices such as Barzilai-Borwein…