1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

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
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook