A New Adaptive Trust Region Method for Solving Constrained Optimization Problems

In this paper‎, ‎we propose an efficient trust region method for solving nonlinear systems‎. ‎This method uses modified adaptive strategies.To avoid resolving the trust region subproblem whenever the trial step is rejected, an efficient scheme of the BFGS method is applied. This BFGS method is derivative-free. ‎The convergence results for the new algorithm are established under‎ appropriate assumptions‎.

Keywords:

Nonlinear Systems , Trust region , Adaptive Radius , Global Convergence.