Abstract
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 introduce a novel family of BB steplengths from the viewpoint of scaled total least squares. Numerical experiments demonstrate that high performance can be received by a carefully-selected BB steplength in the new family.
| Original language | English |
|---|---|
| Pages (from-to) | 1011-1031 |
| Number of pages | 21 |
| Journal | Computational Optimization and Applications |
| Volume | 87 |
| Issue number | 3 |
| DOIs | |
| State | Published - Apr 2024 |
Keywords
- BB steplength
- Gradient descent
- Total least squares
- Unconstrained optimization
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