4 papers
On Convergence of Regularized Barzilai-Borwein Method
Xin Xu
The regularized Barzilai-Borwein (RBB) method represents a promising gradient-based optimization algorithm. In this paper, by splitting the gradient into two parts and analyzing th…
On Convergence and Stability of Two Extended BB-like Step Sizes
Xin Xu
The Barzilai-Borwein (BB) step sizes have a profound impact on gradient descent methods. In this work, we propose two new gradient step sizes: one longer than the original long BB…
A Parameterized Barzilai-Borwein Method via Interpolated Least Squares
Xin Xu
The Barzilai-Borwein (BB) method is an effective gradient descent algorithm for solving unconstrained optimization problems. Based on the observation of two classical BB step sizes…
An adaptive ADMM with regularized spectral penalty for sparse portfolio selection
Xin Xu
The mean-variance (MV) model is the core of modern portfolio theory. Nevertheless, it suffers from the over-fitting problem due to the estimation errors of model parameters. We con…