SAGRAD: A Program for Neural Network Training with Simulated Annealing and the Conjugate Gradient Method
To address the non-convex optimization challenge in neural network classification—specifically, susceptibility to poor local minima and flat regions—this paper proposes SAGRAD, a batch-training algorithm integrating Simulated Annealing (SA) with Møller’s Scaled Conjugate Gradient (SCG) method. Its core innovation lies in the first incorporation of SA into the SCG framework, enabling a dynamic restart and escape mechanism that synergistically balances global exploration and local acceleration. Implemented in Fortran 77, SAGRAD incorporates efficient Hessian-vector multiplication, optimized gradient computation, and an adaptive SA weight initialization strategy. Empirical evaluation across multiple classification benchmarks demonstrates significantly improved convergence robustness and generalization performance, while markedly reducing the probability of converging to suboptimal local minima. These results validate SAGRAD’s effectiveness and practicality for non-convex optimization in neural network training.