An Improvement on the Pseudo Gradient Search Used in Nonlinear Optimization
As a local search method used in optimization, the pseudo gradient search can be improved by adding a survey with random angle. It can effectively avoid staying at some types of singular points in the search space of nonlinear optimization problems.
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The student must be taking or have taken MATH 8520 (Nonlinear Optimization) and be strong in programming.
Add a survey with random angle and relevant search procedure in the algorithm of the pseudo gradient search. Write the program for the new algorithm. Show the efficiency by running the program for some examples. Complete a paper that can be submitted to some international academic conference.