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

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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)

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.

Suggested Citation

  • Wen-Li Dong & Xing Li & Zheng Peng, 2019. "A Simulated Annealing-Based Barzilai–Borwein Gradient Method for Unconstrained Optimization Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 36(04), pages 1-12, August.
    • Handle: RePEc:wsi:apjorx:v:36:y:2019:i:04:n:s0217595919500179
    DOI: 10.1142/S0217595919500179
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    References listed on IDEAS

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    1. Antti Solonen, 2013. "Proposal adaptation in simulated annealing for continuous optimization problems," Computational Statistics, Springer, vol. 28(5), pages 2049-2065, October.
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    Cited by:

    1. Zhang, Xu & Peng, Zheng, 2020. "A modulus-based nonmonotone line search method for nonlinear complementarity problems," Applied Mathematics and Computation, Elsevier, vol. 387(C).

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