Regularized Barzilai-Borwein Method for Solving Challenging Optimization Problems

A novel regularized Barzilai-Borwein (RBB) stepsize is developed to efficiently solve challenging optimization problems. The RBB stepsize includes a class of valid stepsizes and can overcome the instability of the original Barzilai-Borwein (BB) stepsize in ill-conditioned optimization problems.