2020
Variable Metric Proximal Gradient Method with Diagonal Barzilai-Borwein Stepsize
ICASSP 2020accepted
This paper proposes an adaptive metric selection strategy called diagonal Barzilai-Borwein (DBB) stepsize for the popular Variable Metric Proximal Gradient (VM-PG) algorithm [1], [2]. The proposed approach better captures the local geometry of the problem while keeping the per-step computation cost…