steplength selection – Optimization Online

Two novel gradient methods with optimal step sizes

Published: 2020/05/16

Convex Optimization, Nonlinear Optimization convex quadratic programming, gradient methods, hessian spectral properties, steplength selection

In this work we introduce two new Barzilai and Borwein-like steps sizes for the classical gradient method for strictly convex quadratic optimization problems. The proposed step sizes employ second-order information in order to obtain faster gradient-type methods. Both step sizes are derived from two unconstrained optimization models that involve approximate information of the Hessian of … 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