The focus of this book is on finding the unconstrained minimizer of a function. Specifically, we will focus on the Barzilai and Borwein (BB) method that is a famous two-point stepsize gradient method. Due to BB methods simplicity, low storage and numerical efficiency, the BB method has received a good deal of attention in the optimization community but despite all these advances, stepsize of BB method is computed by means of simple approximation of Hessian in the form of scalar multiple of identity and especially the BB method is not monotone, and it is not easy to generalize the method to...
The focus of this book is on finding the unconstrained minimizer of a function. Specifically, we will focus on the Barzilai and Borwein (BB) method t...