A nonmonotone trust region method with adaptive radius for unconstrained optimization

In this paper, we combining the nonmonotonic strategy with automatically adjustcd trust region radius to proposc a new nonmonotone adaptive trust region method for unconstrainca optimization problems. This hybrid method possibly can reduce the number of iterations and function evaluations. Global convergence, local superlinear convergence and quadratic convergence rate of new algorithm are analyzed under the suitable conditions. Numerical experiments show that the new algorithm is very cfficient and robustness for unconstrained optimization problems.

Keywords:

Unconstrained optimization , Trust region method. Nonmonotone strategy , Convergence: Analysis. Sccond incccssary condition