A randomized adaptive trust region line search method

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.