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Algorithms of local optimisation for problem solving

  • Algorithms of local optimization for problem solving involve checking function values for neighbors and moving to the best one until a stop condition is met.
  • The direction in local optimization is determined by the Hessian and works well when starting points are close to the extremum.
  • Using Cauchy's method for larger steps when far from the solution and switching to Newton's for points close to the solution is common.
  • Implementing tabu memory can prevent repetitive moves and facilitate intensive searching of solution neighborhoods.

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