41. Barzilai-Borwein methods for nonlinear composite optimization
Invited abstract in session MB-35: Nonlinear Optimization Algorithms and Applications: 1 , stream Continuous and mixed-integer nonlinear programming: theory and algorithms.
Monday, 10:30-12:00Room: Michael Sadler LG15
Authors (first author is the speaker)
| 1. | Hongchao Zhang
|
| Louisiana State University |
Abstract
This talk introduces new gradient methods to solve nonlinear composite optimization using Barzilai-Borwein stepsizes as frequently as possible.
When the objective function is convex, the method proposes new step size rules without using line search. For nonconvex objective function, novel line search rules are designed based on natural generalizations of the step size rules derived from the convex case. Global convergence and convergence rate will be discussed for the proposed methods. Very promising preliminary numerical results will also be presented in the talk.
Keywords
- Algorithms
- Continuous Optimization
- Convex Optimization
Status: accepted
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