Luca Zanni – Optimization Online

Spectral properties of Barzilai-Borwein rules in solving singly linearly constrained optimization problems subject to lower and upper bounds

Published: 2019/06/14, Updated: 2020/01/05

Constrained Nonlinear Optimization, Nonlinear Optimization gradient projection methods, hessian spectral properties, singly linearly and bound constrained optimization, steplength rules

In 1988, Barzilai and Borwein published a pioneering paper which opened the way to inexpensively accelerate first-order methods. More in detail, in the framework of unconstrained optimization, Barzilai and Borwein developed two strategies to select the steplength in gradient descent methods with the aim of encoding some second-order information of the problem without computing and/or … Read more

Steplength selection in gradient projection methods for box-constrained quadratic programs

Published: 2018/09/21, Updated: 2019/06/14

Serena Crisci

Luca Zanni

Valeria Ruggiero

Bound-constrained Optimization, Nonlinear Optimization box-constrained optimization, gradient projection methods, hessian spectral properties, steplength rules

The role of the steplength selection strategies in gradient methods has been widely investigated in the last decades. Starting from the work of Barzilai and Borwein (1988), many efficient steplength rules have been designed, that contributed to make the gradient approaches an effective tool for the large-scale optimization problems arising in important real-world applications. Most … Read more

On the steplength selection in gradient methods for unconstrained optimization

Published: 2017/01/25

Unconstrained Optimization gradient methods, hessian spectral properties, steplength selection

The seminal paper by Barzilai and Borwein [IMA J. Numer. Anal. 8 (1988)] has given rise to an extensive investigation aimed at developing effective gradient methods, able to deal with large-scale optimization problems. Several steplength rules have been first designed for unconstrained quadratic problems and then extended to general nonlinear problems; these rules share the … Read more

New Adaptive Stepsize Selections in Gradient Methods

Published: 2007/01/31, Updated: 2007/11/16

G. Frassoldati

Luca Zanni

Gaetano Zanghirati

Unconstrained Optimization adaptive stepsize selections, gradient methods, strictly convex quadratics, unconstrained optimization

This paper deals with gradient methods for minimizing n-dimensional strictly convex quadratic functions. Two new adaptive stepsize selection rules are presented and some key properties are proved. Practical insights on the effectiveness of the proposed techniques are given by a numerical comparison with the Barzilai-Borwein (BB) method, the cyclic/adaptive BB methods and two recent monotone … Read more

Gradient Projection Methods for Quadratic Programs and Applications in Training Support Vector Machines

Published: 2003/07/30, Updated: 2007/11/16

Thomas Serafini

Luca Zanni

Gaetano Zanghirati

Data-Mining, Quadratic Programming decomposition, gradient projection methods, large-scale optimization, quadratic programming, support vector machines

Gradient projection methods based on the Barzilai-Borwein spectral steplength choices are considered for quadratic programming problems with simple constraints. Well known nonmonotone spectral projected gradient methods and variable projection methods are discussed. For both approaches the behavior of different combinations of the two spectral steplengths is investigated. A nw adaptive stplength alternating rule is proposed, … Read more