A family of spectral gradient methods for optimization

We propose a family of spectral gradient methods, whose stepsize is determined by a convex combination of the long Barzilai–Borwein (BB) stepsize and the short BB stepsize. Each member of the family is shown to share certain quasi-Newton property in the sense of least squares. The family also includes some other gradient methods as its special cases. We prove that the family of methods is R-superlinearly convergent for two-dimensional strictly convex quadratics. Moreover, the family is R-linearly convergent in the any-dimensional case. Numerical results of the family with different settings are presented, which demonstrate that the proposed family is promising.