A Nonmonotone trust region method with adaptive radius for unconstrained optimization problems

Authors:
Masoud Ahookhosh;Keyvan Amini
Affiliations:
Department of Sciences, Razi University, Kermanshah, Iran;Department of Sciences, Razi University, Kermanshah, Iran
Venue:
Computers & Mathematics with Applications
Year:
2010

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Abstract

In this paper, we incorporate a nonmonotone technique with the new proposed adaptive trust region radius (Shi and Guo, 2008) [4] in order to propose a new nonmonotone trust region method with an adaptive radius for unconstrained optimization. Both the nonmonotone techniques and adaptive trust region radius strategies can improve the trust region methods in the sense of global convergence. The global convergence to first and second order critical points together with local superlinear and quadratic convergence of the new method under some suitable conditions. Numerical results show that the new method is very efficient and robustness for unconstrained optimization problems.