Lyapunov Functions and $R$-Linear Convergence for Quadratic Barzilai-Borwein Dynamics

Abstract

The Barzilai--Borwein (BB) method is $R$-linearly convergent on strongly convex quadratics, although neither the objective value nor the gradient norm is generally monotone. We construct an explicit current-point Lyapunov function for the quadratic dynamics after the warm-up step, assuming that both endpoints of the initial active spectrum survive this step. If $a<b$ are these endpoints and $P_a,P_b$ are the corresponding spectral projectors, then \[ \overline{f}(x) :=\lVert P_a\nabla f(x)\rVert^{\frac{2b}{a+b}} \lVert P_b\nabla f(x)\rVert^{\frac{2a}{a+b}} \] satisfies, for BB1, BB2, and every fixed positive weighted delayed Rayleigh rule, \[ \overline{f}(x_{k+1}) =\left(\frac{b-a}{b+a}\right)^2 e^{-2D_{a,b}(τ_k)}\overline{f}(x_k), \qquad D_{a,b}(τ_k)\ge0, \] where $τ_k=1/α_k$ is the reciprocal step. The function is obtained by denormalizing the endpoint coboundary certificate in the sharp-rate analysis of Yang and Yuan. We prove that the endpoint exponents are the unique minimax choice among endpoint monomials and illustrate the Lyapunov law on a nonmonotone BB1 trajectory. Using this law, we also give a proof of $R$-linear convergence of the method in finite dimensions.