vntrs

MaRDI QIDQ120013CRANFDO

Authors Lennart Oelschläger

Last update 3 September 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0, 0.1.1, PACKAGES.rds, 0.2.0, 0.2.1, 0.3.0

Description

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

Cites work

• A heuristic for nonlinear global optimization

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