The Barzilai and Borwein gradient method with nonmonotone line search for nonsmooth convex optimization problems
The Barzilai and Borwein gradient algorithm has received a great deal of attention in recent decades since it is simple and effective for smooth optimization problems. Whether can it be extended to solve nonsmooth problems? In this paper, we answer this question positively. The Barzilai and Borwein...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2012-04-01
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| Series: | Mathematical Modelling and Analysis |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/MMA/article/view/4854 |