This paper concerns an efficient trust region framework that exploits a new non-monotone line search method. The new algorithm avoids the sudden increase of the objective function values in the non-monotone trust region method. Instead of resolving the trust region subproblem whenever the trial step is rejected, the proposed algorithm employs an Armijo-type line search method in the direction of the rejected trial step to construct a new point. Global and superlinear properties are preserved under appropriate conditions. Comparative numerical experiments depict the efficiency and robustness of the new algorithm using the Dolan-More performance profiles.
Mirzaie, S. H. and Ashrafi, A. (2025). Incorporating non-monotone trust region algorithm with line search method for unconstrained optimization. Journal of Mathematical Modeling, 13(1), 219-233. doi: 10.22124/jmm.2024.28257.2492
MLA
Mirzaie, S. H. , and Ashrafi, A. . "Incorporating non-monotone trust region algorithm with line search method for unconstrained optimization", Journal of Mathematical Modeling, 13, 1, 2025, 219-233. doi: 10.22124/jmm.2024.28257.2492
HARVARD
Mirzaie, S. H., Ashrafi, A. (2025). 'Incorporating non-monotone trust region algorithm with line search method for unconstrained optimization', Journal of Mathematical Modeling, 13(1), pp. 219-233. doi: 10.22124/jmm.2024.28257.2492
CHICAGO
S. H. Mirzaie and A. Ashrafi, "Incorporating non-monotone trust region algorithm with line search method for unconstrained optimization," Journal of Mathematical Modeling, 13 1 (2025): 219-233, doi: 10.22124/jmm.2024.28257.2492
VANCOUVER
Mirzaie, S. H., Ashrafi, A. Incorporating non-monotone trust region algorithm with line search method for unconstrained optimization. Journal of Mathematical Modeling, 2025; 13(1): 219-233. doi: 10.22124/jmm.2024.28257.2492
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