Hybrid spectral gradient method for the unconstrained minimization problem

  • Authors:
  • William Cruz;Gilberto Noguera

  • Affiliations:
  • Departamento de Electrónica, Computación y Control, Facultad de Ingeniería, Universidad Central de Venezuela, Caracas, Venezuela 1051-DF;Área de Matemática, Universidad Nacional Abierta, Caracas, Venezuela

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2009

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Abstract

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.