Solving Optimization Problems: Avoiding Local Minima

[ggyyree]

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!

 

[jfitz]

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