Barzilai-Borwein rules

Spectral Stochastic Gradient Method with Additional Sampling for Finite and Infinite Sums

  • Valeria Ruggiero
  • Nataša Krklec Jerinkić
  • Ilaria Trombini
    • Categories Stochastic Approaches Tags , , , ,

    In this paper, we propose a new stochastic gradient method for numerical minimization of finite sums. We also propose a modified version of this method applicable on more general problems referred to as infinite sum problems, where the objective function is in the form of mathematical expectation. The method is based on a strategy to … Read more

    Barzilai-Borwein-like rules in proximal gradient schemes for ℓ1−regularized problems

  • Serena Crisci
  • Simone Rebegoldi
  • Gerardo Toraldo
  • Marco Viola
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , ,

    We propose a novel steplength selection rule in proximal gradient methods for minimizing the sum of a differentiable function plus an ℓ1-norm penalty term. The proposed rule modifies one of the classical Barzilai-Borwein steplength, extending analogous results obtained in the context of gradient projection methods for constrained optimization. We analyze the spectral properties of the … Read more