Title of article :
A randomized adaptive trust region line search method
Author/Authors :
Babaie Kafaki, Saman Department of Mathematics - Faculty of Mathematics - Statistics and Computer Science - Semnan University , Rezaee, Saeed Department of Mathematics - Faculty of Mathematics - Statistics and Computer Science - Semnan University
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
Journal title :
International Journal of Optimization and Control: Theories and Applications
