Barzilai-Borwein Fails Superlinear Convergence on an Open Set of Quadratics for Every Dimension $n\geq 4$

Abstract

Barzilai--Borwein (BB) method has shown strong practical performance in continuous optimization, yet its convergence dynamics remains poorly understood. In particular, a central unresolved question is whether BB converges superlinearly for almost every strictly convex quadratic problem and initialization. We provide a negative answer to this question. Specifically, for every finite dimension $n\geq4$, we construct a nonempty open, hence positive-Lebesgue-measure, family of strictly convex quadratic problems and initial points for which the long Barzilai--Borwein method (BB1) converges but cannot converge root-superlinearly. More precisely, with the explicit constants $ρ_{\min}=10^{-6},ρ_{\max}=0.61$, every spectral component of the gradient is bounded above and below by the corresponding geometric sequence. Consequently, the gradient norm and the energy norm of the error satisfy two-sided geometric estimates with the same rates, while the objective gap satisfies the corresponding estimates with squared rates. In particular, all three quantities are bounded below by geometric sequences, ruling out superlinear convergence. The construction is highly nontrivial, based on a computer-assisted proof of a nonresonant, attracting seven-cycle of the projectivized BB dynamics in dimension four.

Disclosure

“ation:',transient_sep) 221 print('minimum cycle separation (including nu box):',cycle_sep) 222 assert transient_sep>0 and cycle_sep>0 B Prompt Used for Proof Verification The following prompt was submitted to GPT 5.6 Sol. Current task statement 29”

PDF page 29

Classification

Proof ideas or individual proof-step assistance

Multiplier

8

Verified

2026-08-23T19:04:52.377594Z

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