activity
20182021
most citedA variable metric mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize

4 citations · 10 across the 4 of their papers we have counts for

collaborators

9 papers

math.OC20212 cited

A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints

Xin-Wei Liu, Yu-Hong Dai, Ya-Kui Huang +1

We introduce a twice differentiable augmented Lagrangian for nonlinear optimization with general inequality constraints and show that a strict local minimizer of the original probl…

math.OC20204 cited

A variable metric mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize

Tengteng Yu, Xin-Wei Liu, Yu-Hong Dai +1

Variable metric proximal gradient methods with different metric selections have been widely used in composite optimization. Combining the Barzilai-Borwein (BB) method with a diagon…

math.OC2020

Equipping Barzilai-Borwein method with two dimensional quadratic termination property

Yakui Huang, Yu-Hong Dai, Xin-Wei Liu

A novel gradient stepsize is derived at the motivation of equipping the Barzilai-Borwein (BB) method with two dimensional quadratic termination property. A remarkable feature of th…

math.OC20201 cited

On the acceleration of the Barzilai-Borwein method

Yakui Huang, Yu-Hong Dai, Xin-Wei Liu +1

The Barzilai-Borwein (BB) gradient method is efficient for solving large-scale unconstrained problems to the modest accuracy and has a great advantage of being easily extended to s…

math.OC2019

On the asymptotic convergence and acceleration of gradient methods

Yakui Huang, Yu-Hong Dai, Xin-Wei Liu +1

We consider the asymptotic behavior of a family of gradient methods, which include the steepest descent and minimal gradient methods as special instances. It is proved that each me…

math.OC20193 cited

Gradient methods exploiting spectral properties

Yakui Huang, Yu-Hong Dai, Xin-Wei Liu +1

We propose a new stepsize for the gradient method. It is shown that this new stepsize will converge to the reciprocal of the largest eigenvalue of the Hessian, when Dai-Yang's asym…