论文标题

从缩放总正方形的角度来看,Barzilai-Borwein的一个家族

A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares

论文作者

Li, Shiru, Zhang, Tao, Xia, Yong

论文摘要

Barzilai-Borwein(BB)级别在实用梯度方法中起着重要作用,可解决无约束的优化问题。从观察到的两个众所周知的BB级别分别对应于普通和数据最小二乘的动机,我们从缩放总和最小二乘的角度提出了一个BB级别的家族。数值实验表明,新家族中精心挑选的BB级别可以接受高性能。

The Barzilai-Borwein (BB) steplengths play great roles in practical gradient methods for solving unconstrained optimization problems. Motivated by the observation that the two well-known BB steplengths correspond to the ordinary and the data least squares, respectively, we present a family of BB steplengths from the viewpoint of scaled total least squares. Numerical experiments demonstrate that a high performance can be received by a carefully-selected BB steplength in the new family.

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