A randomized adaptive trust region line search method

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...

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Bibliographic Details
Main Authors: Saman Babaie-Kafaki, Saeed Rezaee
Format: Article
Language:English
Published: Balikesir University 2020-07-01
Series:An International Journal of Optimization and Control: Theories & Applications
Subjects:
Online Access:http://www.ijocta.org/index.php/files/article/view/900