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The Barzilai-Borwein Method.md

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![[Pasted image 20240525184304.png]]

Main idea of the BB method

![[Pasted image 20240525184746.png]] 选取 $\alpha_k$ 来近似 $\nabla^2 f(\textbf{x}^k)^{-1}\textbf{g}^k$ ![[Pasted image 20240525184913.png]] ![[Pasted image 20240525184942.png]] ![[Pasted image 20240525184949.png]] 与[[Steepest Descent Method]]在QP上比较收敛 ![[Pasted image 20240525185459.png]]