A randomized adaptive trust region line search method
DOI:
https://doi.org/10.11121/ijocta.01.2020.00900Keywords:
Nonlinear programming, unconstrained optimization, trust region method, line search, randomized algorithm.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.Downloads
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