学术讲座-Two novel simulated annealing-based Barzilai-Borwein methods

09.04.2019  10:11
Two novel simulated annealing-based Barzilai-Borwein   methods
数理学院

彭拯正高龙建辉
自然科学全校师生2019-04-10 14:30
C4-203
彭拯,福州大学数学与计算机科学学院教授,博士生导师. 主要从事数学优化理论、算法及其应用研究.   2008年毕业于上海大学数学系,获博士学位,2010年由南京大学数学系博士后出站,至今一直在福州大学数学与计算机科学学院工作.   当前主持国家自然科学基金面上项目1项,天元数学交流项目1项,发表SCI检索论文20多篇.
In this talk, we propose two novel simulated annealing-based   Barzilai-Borwein methods for unconstrained minimization problems, they are   simulated annealing-based Barzilai-Borwein line-search method and simulated   annealing-based Barzilai-Borwein trust region method. Under some mild   assumptions, the global convergence of the proposed methods is proven.   Preliminary numerical results show that, the proposed methods are more efficient   compared with the existing non-monotone line-search Barzilai-Borwein method.