• 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