A new modified nonmonotone adaptive trust region method for unconstrained optimization

A new modified nonmonotone adaptive trust region method for unconstrained optimization

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Article ID: iaor20128213
Volume: 53
Issue: 3
Start Page Number: 795
End Page Number: 806
Publication Date: Dec 2012
Journal: Computational Optimization and Applications
Authors: ,
Keywords: trust regions
Abstract:

In this paper, we present an adaptive trust region method for solving unconstrained optimization problems which combines nonmonotone technique with a new update rule for the trust region radius. At each iteration, our method can adjust the trust region radius of related subproblem. We construct a new ratio to adjust the next trust region radius which is different from the ratio in the traditional trust region methods. The global and superlinear convergence results of the method are established under reasonable assumptions. Numerical results show that the new method is efficient for unconstrained optimization problems.

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