AdaBB: Adaptive Barzilai-Borwein Method for Convex Optimization

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 general unconstrained convex optimization. We analyze the ergodic convergence of the objective function value and the convergence of the iterates for solving general … Read more

A Non-monotonic Method for Large-scale Nonnegative Least Squares

We present a new algorithm for nonnegative least-squares (NNLS). Our algorithm extends the unconstrained quadratic optimization algorithm of Barzilai and Borwein (BB) (J. Barzilai and J. M. Borwein; Two-Point Step Size Gradient Methods. IMA J. Numerical Analysis; 1988.) to handle nonnegativity constraints. Our extension diff ers in several basic aspects from other constrained BB variants. The … Read more