ZHANG, YAN; SUN, WENYU; QI, LIQUN - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 55-69
In this paper we present a new globalization strategy of the Barzilai-Borwein gradient method for large scale unconstrained optimization. Based on the filter technique introduced by Fletcher and Leyffer, a modified Barzilai-Borwein method is presented. We prove the global convergence of this...