A harmonic framework for stepsize selection in gradient methods

نویسندگان

چکیده

Abstract We study the use of inverse harmonic Rayleigh quotients with target for stepsize selection in gradient methods nonlinear unconstrained optimization problems. This not only provides an elegant and flexible framework to parametrize reinterpret existing schemes, but it also gives inspiration new tunable families steplengths. In particular, we analyze extend adaptive Barzilai–Borwein method a family stepsizes. While this exploits negative values target, consider positive targets. present convergence analysis quadratic problems extending results by Dai Liao (IMA J Numer Anal 22(1):1–10, 2002), carry out experiments outlining potential approaches.

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ژورنال

عنوان ژورنال: Computational Optimization and Applications

سال: 2023

ISSN: ['0926-6003', '1573-2894']

DOI: https://doi.org/10.1007/s10589-023-00455-6