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!










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    1












    $begingroup$


    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!










    share|cite|improve this question











    $endgroup$















      1












      1








      1





      $begingroup$


      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!










      share|cite|improve this question











      $endgroup$




      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






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      share|cite|improve this question













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      edited Jan 14 at 17:38









      J. W. Tanner

      5,0751520




      5,0751520










      asked Jan 14 at 16:34









      LenseLense

      113




      113






















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