This repository contains code for implementing the relaxed trust region algorithms in the large scale setting. The repository contains the main algorthims which take as input the problem, its gradient and initial point, and parameters, and output estimates of the optima. For more details please see:
- Ataee Tarzanagh, D., Peyghami, M. R., & Mesgarani, H. (2014). A new nonmonotone trust region method for unconstrained optimization equipped by an efficient adaptive radius. Optimization methods and software, 29(4), 819-836. https://doi.org/10.1080/10556788.2013.855761
- Tarzanagh, D. A., Peyghami, M. R., & Bastin, F. (2015). A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems. Journal of Optimization Theory and Applications, 167(2), 676-692. https://doi.org/10.1007/s10957-015-0790-0
- Reza Peyghami, M., & Ataee Tarzanagh, D. (2015). A relaxed nonmonotone adaptive trust region method for solving unconstrained optimization problems. Computational Optimization and Applications, 61(2), 321-341. https://doi.org/10.1007/s10957-015-0790-0