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Barzilai-Borwein method 1 filter method 1 global convergence 1 nonmonotone linesearch 1 unconstrained optimization 1 watchdog technique 1
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Article 1
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QI, LIQUN 1 SUN, WENYU 1 ZHANG, YAN 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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RePEc 1
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A NONMONOTONE FILTER BARZILAI-BORWEIN METHOD FOR OPTIMIZATION
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...
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