A Trust Region Method with Regularized Barzilai-Borwein Step-Size for Large-Scale Unconstrained Optimization

Abstract

We develop a Trust Region method with Regularized Barzilai-Borwein step-size obtained in a previous paper for solving large-scale unconstrained optimization problems. Simultaneously, the non-monotone technique is combined to formulate an efficient trust region method. The proposed method adaptively generates a suitable step-size within the trust region. The minimizer of the resulted model can be easily determined, and at the same time, the convergence of the algorithm is also maintained. Numerical results are presented to support the theoretical results.