History of the Barzilai-Borwein method
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I seem to recall hearing the story that the Barzilai-Borwein method (a first-order optimization method with superlinear convergence) was discovered by accident, involving some indexing error in some numerical code. I cannot find any reference. Can anyone confirm or contradict this statement with some reference? Thanks a bunch!
optimization math-history nonlinear-optimization
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$begingroup$
I seem to recall hearing the story that the Barzilai-Borwein method (a first-order optimization method with superlinear convergence) was discovered by accident, involving some indexing error in some numerical code. I cannot find any reference. Can anyone confirm or contradict this statement with some reference? Thanks a bunch!
optimization math-history nonlinear-optimization
$endgroup$
add a comment |
$begingroup$
I seem to recall hearing the story that the Barzilai-Borwein method (a first-order optimization method with superlinear convergence) was discovered by accident, involving some indexing error in some numerical code. I cannot find any reference. Can anyone confirm or contradict this statement with some reference? Thanks a bunch!
optimization math-history nonlinear-optimization
$endgroup$
I seem to recall hearing the story that the Barzilai-Borwein method (a first-order optimization method with superlinear convergence) was discovered by accident, involving some indexing error in some numerical code. I cannot find any reference. Can anyone confirm or contradict this statement with some reference? Thanks a bunch!
optimization math-history nonlinear-optimization
optimization math-history nonlinear-optimization
edited Jan 14 at 17:38
J. W. Tanner
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asked Jan 14 at 16:34
LenseLense
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113
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