COMBINATION ADAPTIVE TRUST REGION METHOD BY NON-MONOTONE STRATEGY FOR UNCONSTRAINED NONLINEAR PROGRAMMING

Keyvan Amini () and Masoud Ahookhosh ()
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Keyvan Amini: Department of Sciences, Razi University, Kermanshah, Iran
Masoud Ahookhosh: Department of Sciences, Razi University, Kermanshah, Iran

Asia-Pacific Journal of Operational Research (APJOR), 2011, vol. 28, issue 05, pages 585-600

Abstract: In this paper, we present a new trust region method for unconstrained nonlinear programming in which we blend adaptive trust region algorithm by non-monotone strategy to propose a new non-monotone trust region algorithm with automatically adjusted radius. Both non-monotone strategy and adaptive technique can help us introduce a new algorithm that reduces the number of iterations and function evaluations. The new algorithm preserves the global convergence and has local superlinear and quadratic convergence under suitable conditions. Numerical experiments exhibit that the new trust region algorithm is very efficient and robust for unconstrained optimization problems.

Keywords: Unconstrained optimization; trust region method; non-monotone technique; global convergence; superlinear convergence; quadratic convergence; second necessary condition (search for similar items in EconPapers)
Date: 2011
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