In this paper we propose new globalization strategies for the Barzilai and Borwein gradient method, based on suitable relaxations of the monotonicity requirements. In particular, we define a class of algorithms that combine nonmonotone watchdog techniques with nonmonotone linesearch rules and we prove the global convergence of these schemes. Then we perform an extensive computational study, which shows the effectiveness of the proposed approach in the solution of large dimensional unconstrained optimization problems.

Nonmonotone globalization techniques for the Barzilai-Borwein gradient method / Grippo, Luigi; Sciandrone, M.. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - 23:2(2002), pp. 143-169. [10.1023/a:1020587701058]

Nonmonotone globalization techniques for the Barzilai-Borwein gradient method

GRIPPO, Luigi;M. Sciandrone
2002

Abstract

In this paper we propose new globalization strategies for the Barzilai and Borwein gradient method, based on suitable relaxations of the monotonicity requirements. In particular, we define a class of algorithms that combine nonmonotone watchdog techniques with nonmonotone linesearch rules and we prove the global convergence of these schemes. Then we perform an extensive computational study, which shows the effectiveness of the proposed approach in the solution of large dimensional unconstrained optimization problems.
2002
barzilai-borwein method; gradient method; nonmonotone techniques; optimization; steepest descent; unconstrained; unconstrained optimization
01 Pubblicazione su rivista::01a Articolo in rivista
Nonmonotone globalization techniques for the Barzilai-Borwein gradient method / Grippo, Luigi; Sciandrone, M.. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - 23:2(2002), pp. 143-169. [10.1023/a:1020587701058]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/808
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