A randomized adaptive trust region line search method

Autor: Saman Babaie-Kafaki, Saeed Rezaee
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Zdroj: An International Journal of Optimization and Control: Theories & Applications, Vol 10, Iss 2 (2020)
Druh dokumentu: article
ISSN: 2146-0957
2146-5703
DOI: 10.11121/ijocta.01.2020.00900
Popis: 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.
Databáze: Directory of Open Access Journals