论文标题
关于Barzilai-Borwein方法的加速
On the acceleration of the Barzilai-Borwein method
论文作者
论文摘要
Barzilai-Borwein(BB)梯度方法有效地解决了适度精度的大规模不受限制问题,并且具有易于扩展以解决广泛约束优化问题的很大优势。在本文中,我们提出了一个新的步骤,以通过需要有限终止来最小化二维强烈凸出二次函数来加速BB方法。梳理这个新的步骤大小,我们开发了梯度方法,这些方法可自适应地采用非单调的BB步骤和某些单调步骤,以最大程度地降低一般的强烈凸出二次函数。此外,通过合并非单调线搜索和梯度投影技术,我们扩展了这些新的梯度方法,以求解一般的平滑不受限制和约束优化。广泛的数值实验表明,我们将单调梯度步骤正确插入非单调BB方法的策略可以显着提高其性能,而新的结果方法可以优于最近文献中开发的最成功的梯度体面方法。
The Barzilai-Borwein (BB) gradient method is efficient for solving large-scale unconstrained problems to the modest accuracy and has a great advantage of being easily extended to solve a wide class of constrained optimization problems. In this paper, we propose a new stepsize to accelerate the BB method by requiring finite termination for minimizing two-dimensional strongly convex quadratic function. Combing with this new stepsize, we develop gradient methods which adaptively take the nonmonotone BB stepsizes and certain monotone stepsizes for minimizing general strongly convex quadratic function. Furthermore, by incorporating nonmonotone line searches and gradient projection techniques, we extend these new gradient methods to solve general smooth unconstrained and bound constrained optimization. Extensive numerical experiments show that our strategies of properly inserting monotone gradient steps into the nonmonotone BB method could significantly improve its performance and the new resulted methods can outperform the most successful gradient decent methods developed in the recent literature.