Computational Optimization and Applications

, Volume 23, Issue 2, pp 143–169 | Cite as

Nonmonotone Globalization Techniques for the Barzilai-Borwein Gradient Method

  • L. Grippo
  • M. Sciandrone


In this paper we propose new globalization strategies for the Barzilai and Borwein gradient method, based on suitable relaxations of the monotonicity requirements. In particular, we define a class of algorithms that combine nonmonotone watchdog techniques with nonmonotone linesearch rules and we prove the global convergence of these schemes. Then we perform an extensive computational study, which shows the effectiveness of the proposed approach in the solution of large dimensional unconstrained optimization problems.

Barzilai-Borwein method gradient method steepest descent nonmonotone techniques unconstrained optimization 


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Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • L. Grippo
    • 1
  • M. Sciandrone
    • 2
  1. 1.Dipartimento di Informatica e SistemisticaUniversità di Roma “La Sapienza”RomaItaly
  2. 2.Istituto di Analisi dei Sistemi ed Informatica del CNRRomaItaly

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