An improved nonmonotone adaptive trust region method
Trust region methods are a class of effective iterative schemes in numerical optimization. In this paper, a new improved nonmonotone adaptive trust region method for solving unconstrained optimization problems is proposed. We construct an approximate model where the approximation to Hessian matrix is updated by the scaled memoryless BFGS update formula, and incorporate a nonmonotone technique with the new proposed adaptive trust region radius. The new ratio to adjusting the next trust region radius...