A hybrid BB-type method for solving large scale unconstrained optimization

Jian Gao, Yigui Ou

Abstract: In this paper, based on the ideas of Barzilai and Borwein (BB) method and IMPBOT algorithm proposed by Brown and Biggs (J Optim Theory Appl 62:211–224, 1989), we propose a hybrid BB-type method with a nonmonotone line search for solving large scale unconstrained optimization problems. Under mild conditions, the global convergence of the proposed method is analyzed. Numerical testing results and related comparisons are also reported to show the efficiency and robustness of the proposed hybrid method, especially for highly nonlinear optimization problems.