Nonmonotone Globalization Techniques for the Barzilai-Borwein Gradient Method |
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Authors: | L Grippo M Sciandrone |
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Institution: | (1) Dipartimento di Informatica e Sistemistica, Università di Roma La Sapienza , Via Buonarroti 12, 00185 Roma, Italy;(2) Istituto di Analisi dei Sistemi ed Informatica del CNR, Viale Manzoni 30, 00185 Roma, Italy |
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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. |
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Keywords: | Barzilai-Borwein method gradient method steepest descent nonmonotone techniques unconstrained optimization |
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