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arxiv: 1812.02974 · v1 · pith:OA3EEIPLnew · submitted 2018-12-07 · 🧮 math.OC

A family of spectral gradient methods for optimization

classification 🧮 math.OC
keywords familymethodsgradientstepsizeconvergentconvexspectralany-dimensional
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We propose a family of spectral gradient methods, whose stepsize is determined by a convex combination of the long Barzilai-Borwein (BB) stepsize and the short BB stepsize. Each member of the family is shown to share certain quasi-Newton property in the sense of least squares. The family also includes some other gradient methods as its special cases. We prove that the family of methods is $R$-superlinearly convergent for two-dimensional strictly convex quadratics. Moreover, the family is $R$-linearly convergent in the any-dimensional case. Numerical results of the family with different settings are presented, which demonstrate that the proposed family is promising.

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