vntrs-package

<img src="figures/logo.png?package=vntrs&version=0.2.0" style="float: right" alt="logo" width="120">
An algorithm for nonlinear global optimization based on the variable neighbourhood trust region search (VNTRS) algorithm proposed by Bierlaire et al. (2009) "A Heuristic for Nonlinear Global Optimization" tools:::Rd_expr_doi("10.1287/ijoc.1090.0343"). The algorithm combines variable neighbourhood exploration with a trust-region framework to efficiently search the solution space. It can terminate a local search early if the iterates are converging toward a previously visited local optimum or if further improvement within the current region is unlikely. In addition to global optimization, the algorithm can also be applied to identify multiple local optima.

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An algorithm for nonlinear global optimization based on the
variable neighbourhood trust region search (VNTRS) algorithm proposed by
Bierlaire et al. (2009) "A Heuristic for Nonlinear Global Optimization"
<doi:10.1287/ijoc.1090.0343>. The algorithm combines variable neighbourhood
exploration with a trust-region framework to efficiently search the solution
space. It can terminate a local search early if the iterates are converging
toward a previously visited local optimum or if further improvement within
the current region is unlikely. In addition to global optimization, the
algorithm can also be applied to identify multiple local optima.

Lennart Oelschläger

vntrs

Variable Neighborhood Trust Region Search

vntrs-package function

Maintainer: Lennart Oelschläger <a href="/link/oelschlaeger.lennart%40gmail.com?package=vntrs&version=0.2.0" data-mini-rdoc="vntrs::oelschlaeger.lennart@gmail.com">oelschlaeger.lennart@gmail.com</a> (<a href="https://orcid.org/0000-0001-5421-9313">ORCID</a>)

Author

<img src='figures/logo.png' style='float: right' alt='logo' width='120' />
An algorithm for nonlinear global optimization based on the variable neighbourhood trust region search (VNTRS) algorithm proposed by Bierlaire et al. (2009) "A Heuristic for Nonlinear Global Optimization" tools:::Rd_expr_doi("10.1287/ijoc.1090.0343"). The algorithm combines variable neighbourhood exploration with a trust-region framework to efficiently search the solution space. It can terminate a local search early if the iterates are converging toward a previously visited local optimum or if further improvement within the current region is unlikely. In addition to global optimization, the algorithm can also be applied to identify multiple local optima.

vntrs: Variable Neighborhood Trust Region Search — vntrs-package

Maintainer: Lennart Oelschläger <a href='mailto:oelschlaeger.lennart@gmail.com'>oelschlaeger.lennart@gmail.com</a> (<a href='https://orcid.org/0000-0001-5421-9313'>ORCID</a>)

vntrs-package: vntrs: Variable Neighborhood Trust Region Search

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