2019
DOI: 10.1108/ijicc-12-2018-0178
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A randomized nonmonotone adaptive trust region method based on the simulated annealing strategy for unconstrained optimization

Abstract: Purpose The purpose of this paper is to employ stochastic techniques to increase efficiency of the classical algorithms for solving nonlinear optimization problems. Design/methodology/approach The well-known simulated annealing strategy is employed to search successive neighborhoods of the classical trust region (TR) algorithm. Findings An adaptive formula for computing the TR radius is suggested based on an eigenvalue analysis conducted on the memoryless Broyden-Fletcher-Goldfarb-Shanno updating formula. … Show more

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Cited by 1 publication
(1 citation statement)
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“…In particular, these complicated optimization problems usually are non-differentiable, discontinuous, non-convex, non-linear, or multimodal [10][11][12]. Confronted with such kinds of complicated optimization problems, the optimization effectiveness of traditional optimization methods, such as conjugate gradient methods [13,14], space-filling curve methods [15,16], quasi-Newton methods [17,18], line search methods [19][20][21], and trust-region methods [22,23], deteriorates rapidly. In extreme cases, they are even infeasible for solving these complex problems.…”
Section: Introductionmentioning
confidence: 99%
“…In particular, these complicated optimization problems usually are non-differentiable, discontinuous, non-convex, non-linear, or multimodal [10][11][12]. Confronted with such kinds of complicated optimization problems, the optimization effectiveness of traditional optimization methods, such as conjugate gradient methods [13,14], space-filling curve methods [15,16], quasi-Newton methods [17,18], line search methods [19][20][21], and trust-region methods [22,23], deteriorates rapidly. In extreme cases, they are even infeasible for solving these complex problems.…”
Section: Introductionmentioning
confidence: 99%