THE BARZILAI AND BORWEIN GRADIENT METHOD WITH NONMONOTONE LINE SEARCH FOR NONSMOOTH CONVEX OPTIMIZATION PROBLEMS
2012 ◽
Vol 17
(2)
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pp. 203-216
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Keyword(s):
The Barzilai and Borwein gradient algorithm has received a great deal of attention in recent decades since it is simple and effective for smooth optimization problems. Whether can it be extended to solve nonsmooth problems? In this paper, we answer this question positively. The Barzilai and Borwein gradient algorithm combined with a nonmonotone line search technique is proposed for nonsmooth convex minimization. The global convergence of the given algorithm is established under suitable conditions. Numerical results show that this method is efficient.
2018 ◽
Vol 2018
◽
pp. 1-11
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A Simulated Annealing-Based Barzilai–Borwein Gradient Method for Unconstrained Optimization Problems
2019 ◽
Vol 36
(04)
◽
pp. 1950017
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2008 ◽
Vol 219
(1)
◽
pp. 134-144
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2004 ◽
Vol 14
(4)
◽
pp. 1043-1056
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2017 ◽
Vol 4
(1)
◽
Keyword(s):