In this paper we present a new algorithm of steepest descent type. A new technique for steplength computation and a monotone strategy are provided in the framework of the Barzilai and Borwein method. In contrast with Barzilai and Borwein approach's in which the steplength is computed by means of a simple approximation of the Hessian in the form of scalar multiple of identity and an interpretation of the secant equation, the new proposed algorithm considers another approximation of the Hessian based on the weak secant equation. By incorporating a simple monotone strategy, the resulting algorithm belongs to the class of monotone gradient methods with linearly convergence. Numerical results suggest that for non-quadratic minimization problem, the new method clearly outperforms the Barzilai-Borwein method.
The performance of a genetic algorithm is dependent on the genetic operators, in general, and on the type of crossover operator, in particular. The population diversity is usually used as the performance measure for the premature convergence. In this paper, a fuzzy genetic algorithm is proposed for solving binary encoded combinatorial optimization problems. A new crossover operator and probability selection technique is proposed based on the population diversity using a fuzzy logic controller. The measurement of the population diversity is based on the genotype and phenotype properties. In this fuzzy inference system, the selection of the crossover operator and its probability are controlled by a set of fuzzy rules derived from the fuzzy logic controller. Extensive computational experiments are conducted on the proposed algorithm, and the results are compared with some crossover operators commonly used for solving multidimensional 0/1 knapsack problems published in the literature. The results indicate that the proposed algorithm is effective in finding better quality solutions.
The asymptotical and practical stability in probability of stochastic control systems by means of feedback laws is provided. The main results of this work enable us to derive the sufficient conditions for the existence of control Lyapunov function that play a leading role in the existence of stabilizing feedback laws. Particularly, the sufficient conditions for practical stability in probability are established and numerical examples are also given to illustrate the usefulness of our results.
In solving large scale problems, the quasi-Newton method is known as the most efficient method in solving unconstrained optimization problems. Hence, a new hybrid method, known as the BFGS-CG method, has been created based on these properties, combining the search direction between conjugate gradient methods and quasi-Newton methods. In comparison to standard BFGS methods and conjugate gradient methods, the BFGS-CG method shows significant improvement in the total number of iterations and CPU time required to solve large scale unconstrained optimization problems. We also prove that the hybrid method is globally convergent.
We propose a new monotone algorithm for unconstrained optimization in the frame of Barzilai and Borwein (BB) method and analyze the convergence properties of this new descent method. Motivated by the fact that BB method does not guarantee descent in the objective function at each iteration, but performs better than the steepest descent method, we therefore attempt to find stepsize formula which enables us to approximate the Hessian based on the Quasi-Cauchy equation and possess monotone property in each iteration. Practical insights on the effectiveness of the proposed techniques are given by a numerical comparison with the BB method.
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