An improved non-monotone trust region algorithm with a new adaptive radius for unconstrained optimization

Seyed Hamzeh Mirzaei and Ali Ashrafi ()
Additional contact information
Seyed Hamzeh Mirzaei: Semnan University
Ali Ashrafi: Semnan University

Mathematical Methods of Operations Research, 2025, vol. 102, issue 1, No 3, 79-104

Abstract: Abstract In this study, we propose a trust region algorithm that inherits the remarkable properties of non-monotone strategy and adaptive radius. The radius of the algorithm is calculated based on a modified secant equation, using the values of the objective function and the gradient simultaneously in each iteration. The new non-monotone strategy is introduced to avoid the effect of monotonicity in slowing down the convergence speed, which leads to better practical and theoretical advantages than the previous non-monotone trust region algorithms. The global and superlinear convergence of the proposed algorithm are established under some standard conditions. Finally, the numerical experiments show the reduction of workload by the new algorithm and its efficiency.

Keywords: Unconstrained optimization; Trust region; Non-monotone strategy; Adaptive radius; Quasi-Newton method; Convergence; 49M37; 90C30; 90C53 (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s00186-025-00904-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:102:y:2025:i:1:d:10.1007_s00186-025-00904-4

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/00186

DOI: 10.1007/s00186-025-00904-4

Access Statistics for this article

Mathematical Methods of Operations Research is currently edited by Oliver Stein

More articles in Mathematical Methods of Operations Research from Springer, Gesellschaft für Operations Research (GOR), Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().