Geodesic
A new nonmonotone adaptive trust region algorithm
Applications of Mathematics, Tome 67 (2022) no. 2, pp. 233-250

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We propose a new and efficient nonmonotone adaptive trust region algorithm to solve unconstrained optimization problems. This algorithm incorporates two novelties: it benefits from a radius dependent shrinkage parameter for adjusting the trust region radius that avoids undesirable directions and exploits a new strategy to prevent sudden increments of objective function values in nonmonotone trust region techniques. Global convergence of this algorithm is investigated under some mild conditions. Numerical experiments demonstrate the efficiency and robustness of the proposed algorithm in solving a collection of unconstrained optimization problems from the CUTEst package.
DOI : 10.21136/AM.2021.0122-20
Classification : 90C26, 90C30, 90C55
Keywords: unconstrained optimization; nonmonotone trust region; adaptive radius; global convergence; CUTEst package 
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Kamandi, Ahmad; Amini, Keyvan. A new nonmonotone adaptive trust region algorithm. Applications of Mathematics, Tome 67 (2022) no. 2, pp. 233-250. doi: 10.21136/AM.2021.0122-20

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