AMINI, KEYVAN; AHOOKHOSH, MASOUD - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 05, pp. 585-600
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...