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.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.