Hybrid spectral gradient method for the unconstrained minimization problem

被引：8
作者：
La Cruz, William [1 ]
Noguera, Gilberto [2 ]
机构：
[1] Cent Univ Venezuela, Dept Elect Computac & Control, Fac Ingn, Caracas 1051 DF, Venezuela
[2] Univ Nacl Abierta, Area Matemat, Caracas, Venezuela
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2009年 / 44卷 / 02期
关键词：
Unconstrained minimization problem; Genetic algorithms; Gradient methods; Barzilai-Borwein method; BARZILAI-BORWEIN METHOD; THIN-FILMS; OPTIMIZATION; INVERSION; PACKING; CONVERGENCE; SYSTEMS;
D O I：
10.1007/s10898-008-9318-6
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We present a hybrid algorithm that combines a genetic algorithm with the Barzilai-Borwein gradient method. Under specific assumptions the new method guarantees the convergence to a stationary point of a continuously differentiable function, from any arbitrary initial point. Our preliminary numerical results indicate that the new methodology finds efficiently and frequently the global minimum, in comparison with the globalized Barzilai-Borwein method and the genetic algorithm of the Toolbox of Genetic Algorithms of MatLab.
引用
收藏
页码：193 / 212
页数：20
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