A stabilized simulated annealing-based Barzilai–Borwein method for the solution of unconstrained optimization problems

Iranian Journal of Numerical Analysis and Optimization

مقاله 12، دوره 14، Issue 3 - شماره پیاپی 30، آذر 2024، صفحه 970-990   

نوع مقاله: Research Article

شناسه دیجیتال (DOI): 10.22067/ijnao.2024.86481.1379

نویسندگان

H. Sharma^* ؛ R.K. Nayak

Department of Mathematics, International Institute of Information Technology, Bhubaneswar, Odisha, India, 751029.

چکیده

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.

کلیدواژه‌ها

Unconstrained optimization؛ Barzilai–Borwein method؛ Simu-lated annealing method؛ Stabilized BB method

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