A New Analysis on the Barzilai-Borwein Gradient Method
Due to its simplicity and efficiency, the Barzilai and Borwein (BB) gradient
method has received various attentions in different fields. This paper presents a
new analysis of the BB method for two-dimensional strictly convex quadratic functions.
The analysis begins with the assumption that the gradient norms at the first
two iterations are fixed. We show that there is a superlinear convergence step in at
most three consecutive steps. Meanwhile, we provide a better convergence relation
for the BB method. The influence of the starting point and the condition number to
the convergence rate is comprehensively addressed.
Yu-Hong Dai . A New Analysis on the Barzilai-Borwein Gradient Method[J]. Journal of the Operations Research Society of China, 2013 , 1(2) : 187 . DOI: DOI10.1007/s40305-013-0007-x
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