A randomized adaptive trust region line search method

Saman Babaie-Kafaki, Saeed Rezaee

Abstract


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.

Keywords


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

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References


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DOI: http://dx.doi.org/10.11121/ijocta.01.2020.00900

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