University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Monotone properties of Barzilai-Borwein Method

Monotone properties of Barzilai-Borwein Method

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact info@newton.ac.uk.

VMV - Variational methods and effective algorithms for imaging and vision

In Optimization, the classical steepest descent method performs poorly, converges linearly, and is badly affected by ill-conditioning. The Barzilai-Borwein (BB) method is a two-point step size gradient method, where the step size is derived from a two-point approximation to the secant equation underlying quasi-Newton. Pairing with non-monotone linear search, BB gradient methods work every well on general unconstrained differentiable problems. Though well known as a stepsize technique for the gradient method, however, one undesirable property of the BB method is nonmonotone. In this talk, we discuss some monotone properties of the BB method.



This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2017 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity