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$R$-Linear Convergence of Barzilai-Borwein Methods on Strictly Convex Quadratics via Closed-Cone Homogeneous Dynamics

Yang, Shutai et al.
arXiv (All) · Papers
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90c25numerical-analysisoptimization-and-control
We give an $R$-linear convergence proof for BB1, BB2, and fixed positive spectral-weight variants on finite-dimensional strictly convex quadratics. The delayed recurrence is written as a first-order system on the closed cone of compatible consecutive-gradient pairs. Its transition is continuous and
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