A Simulated Annealing-Based Barzilai–Borwein Gradient Method for Unconstrained Optimization Problems

Wen-Li Dong (), Xing Li () and Zheng Peng
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Wen-Li Dong: College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350108, P. R. China
Xing Li: College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350108, P. R. China
Zheng Peng: School of Mathematics and Computational Science, Xiangtan University, Xiangtan 411105, P. R. China

Asia-Pacific Journal of Operational Research (APJOR), 2019, vol. 36, issue 04, 1-12

Abstract: In this paper, we propose a simulated annealing-based Barzilai–Borwein (SABB) gradient method for unconstrained optimization problems. The SABB method accepts the Barzilai–Borwein (BB) step by a simulated annealing rule. If the BB step cannot be accepted, the Armijo line search is used. The global convergence of the SABB method is established under some mild conditions. Numerical experiments indicate that, compared to some existing BB methods using nonmonotone line search technique, the SABB method performs well with high efficiency.

Keywords: Barzilai–Borwein gradient method; simulated annealing rule; nonmonotone search technique; global convergence (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1142/S0217595919500179

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