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

Author

Listed:
  • Shiru Li

    (Beihang University)

  • Tao Zhang

    (Beihang University)

  • Yong Xia

    (Beihang University)

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.

Suggested Citation

  • Shiru Li & Tao Zhang & Yong Xia, 2024. "A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares," Computational Optimization and Applications, Springer, vol. 87(3), pages 1011-1031, April.
    • Handle: RePEc:spr:coopap:v:87:y:2024:i:3:d:10.1007_s10589-023-00546-4
    DOI: 10.1007/s10589-023-00546-4
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    References listed on IDEAS

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    1. Yakui Huang & Yu-Hong Dai & Xin-Wei Liu & Hongchao Zhang, 2022. "On the acceleration of the Barzilai–Borwein method," Computational Optimization and Applications, Springer, vol. 81(3), pages 717-740, April.
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