Title of article
A stabilized simulated annealing-based Barzilai–Borwein method for the solution of unconstrained optimization problems
Author/Authors
Sharma ، H. Department of Mathematics - International Institute of Information Technology , Nayak ، R.K. Department of Mathematics - International Institute of Information Technology
From page
970
To page
990
Abstract
The Barzilai–Borwein method offers efficient step sizes for large-scale un-constrained optimization problems. However, it may not guarantee global convergence for nonquadratic objective functions. Simulated annealing-based on Barzilai–Borwein (SABB) method addresses this issue by in-corporating a simulated annealing rule. This work proposes a novel step-size strategy for the SABB method, referred to as the SABBm method. Furthermore, we introduce two stabilized variants: SABBstab and SABBmstab. SABBstab combines a simulated annealing rule with a sta-bilization step to ensure convergence. SABBmstab builds upon SABBstab, incorporating the modified step size derived from the SABBm method. The effectiveness and competitiveness of the proposed methods are demon-strated through numerical experiments on CUTEr benchmark problems.
Keywords
Unconstrained optimization , Barzilai–Borwein method , Simulated annealing method , Stabilized BB method
Journal title
Iranian Journal of Numerical Analysis and Optimization
Journal title
Iranian Journal of Numerical Analysis and Optimization
Record number
2760690
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