A randomized adaptive trust region line search method

An International Journal of Optimization and Control: Theories & Applications

article

Saman Babaie-Kafaki¹  Saeed Rezaee² 

[1] Faculty of Mathematics, Semnan University;Payam Noor University of Mashhad

关键词: Nonlinear programming;    unconstrained optimization;    trust region method;    line search;    randomized algorithm.;   

DOI  :  10.11121/ijocta.01.2020.00900

学科分类：地球科学(综合)

来源: Balikesir University

【 摘 要 】

Hybridizing the trust region, line search and simulated annealing methods, we develop a heuristic algorithm for solving unconstrained optimization problems. We make some numerical experiments on a set of CUTEr test problems to investigate efficiency of the suggested algorithm. The results show that the algorithm is practically promising.

【 授权许可】

CC BY