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Variable Metric Proximal Gradient Method With Diagonal Barzilai-Borwein Stepsize
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Variable Metric Proximal Gradient Method With Diagonal Barzilai-Borwein Stepsize
This paper proposes an adaptive metric selection strategy called diagonal Barzilai-Borwein (DBB) stepsize for the popular Variable Metric Proximal Gradient (VM-PG) algorithm. The proposed approach better captures the local geometry of the problem while ke
This paper proposes an adaptive metric selection strategy called diagonal Barzilai-Borwein (DBB) stepsize for the popular Variable Metric Proximal Gradient (VM-PG) algorithm. The proposed approach better captures the local geometry of the problem while ke
