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$R$-线性收敛:闭锥齐次动力学下Barzilai-Borwein方法在严格凸二次型上的收敛性

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

Shutai Yang, Ya-xiang Yuan

arXiv 2609.12100首次发表:更新:

发表机构

Academy of Mathematics and Systems Science, Chinese Academy of Sciences; University of Chinese Academy of Sciences; School of Mathematical Sciences, University of Science and Technology of China(中国科学院数学与系统科学研究院; 中国科学院大学; 中国科学技术大学数学科学学院)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文通过闭锥齐次动力学证明BB1、BB2及固定正谱权重变体在严格凸二次型上具有$R$-线性收敛,且所有规则共享相同的齐次增长半径。

AI 中文摘要

我们给出了BB1、BB2及固定正谱权重变体在有限维严格凸二次型上的$R$-线性收敛证明。延迟递推被写为相容连续梯度对闭锥上的一阶系统。其转移是连续的且正齐次度为1,包括在有限终止时。一个紧性定理表明,每个锥轨道的逐点收敛蕴含一致的有限步收缩,从而得到全局$R$-线性估计。通过一个实现引理,每个相容状态都启动一条BB1轨迹,因此Raydan定理在整锥上给出逐点稳定性。最后,变换$g\mapsto W^{1/2}g$将每个固定正谱权重规则共轭到BB1。因此,BB1、BB2及所有此类加权规则具有相同的齐次增长半径。

英文摘要

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 positively homogeneous of degree one, including at finite termination. A compactness theorem shows that pointwise convergence of every cone orbit implies a uniform finite-step contraction and hence a global $R$-linear estimate. By a realization lemma, every compatible state initiates a BB1 trajectory, so Raydan's theorem yields pointwise stability on the entire cone. Finally, the transformation $g\mapsto W^{1/2}g$ conjugates every fixed positive spectral-weight rule to BB1. Consequently, BB1, BB2, and all such weighted rules have the same homogeneous growth radius.

Comments8 pages

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