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a stabilized simulated annealing-based barzilai–borwein method for the solution of unconstrained optimization problems
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نویسنده
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sharma h. ,nayak r.k.
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منبع
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iranian journal of numerical analysis and optimization - 2024 - دوره : 14 - شماره : Issue 3 - صفحه:970 -990
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چکیده
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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.
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کلیدواژه
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unconstrained optimization; barzilai–borwein method; simulated annealing method; stabilized bb method
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آدرس
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international institute of information technology, department of mathematics, india, international institute of information technology, department of mathematics, india
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پست الکترونیکی
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rupaj@iiit-bh.ac.in
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Authors
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