box-constrained optimization

Equipping Barzilai-Borwein method with two dimensional quadratic termination property

  • Yu-Hong Dai
  • Yakui Huang
  • Xin-Wei Liu
    • Categories Convex Optimization, Nonlinear Optimization Tags , , , , ,

    A new 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 new stepsize is that its computation only depends on the BB stepsizes in previous iterations without the use of exact line searches and Hessian, and hence it can easily … Read more

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

  • Serena Crisci
  • Luca Zanni
  • Valeria Ruggiero
    • Categories Bound-constrained Optimization, Nonlinear Optimization Tags , , ,

    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