Stochastic gradient method with Barzilai-Borwein step for unconstrained nonlinear optimization

DOI10.1134/S106423072101010XzbMath1458.93268OpenAlexW3130150096MaRDI QIDQ1995392

Yanyan Li

Publication date: 23 February 2021

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106423072101010x

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites Work

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• New method of stochastic approximation type
• Introductory lectures on convex optimization. A basic course.
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• Two-Point Step Size Gradient Methods
• A Proximal Stochastic Gradient Method with Progressive Variance Reduction
• On the Barzilai and Borwein choice of steplength for the gradient method
• Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
• A Stochastic Approximation Method

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