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Optimization Problem

  1. Aug 19, 2008 #1
    I met a problem about finding the optimization of some function. I used the Trust-Region Newton and Quasi-Newton methods for the problem; however, with different initial guesses I sometimes got the local minimums. May I ask how to get out the trap of the local minimums please?

    I may try the Radom Walk method but it seems not be a good one. Any other ideas please reply! Thanks a lot!
     
  2. jcsd
  3. Aug 19, 2008 #2
    Simulated annealing is a method which is designed to overcome being trapped in local minima.
    Section 10.9 of this book describes the method:
    http://www.fizyka.umk.pl/nrbook/bookcpdf.html [Broken]
     
    Last edited by a moderator: May 3, 2017
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