Using a New Modification of Trust Region Spectral (TRS) Approach to Solve Optimization Problems

Abstract

A trust-region spectral (TRS) technique is important strategy to solve optimization problems. In this work, a new modification of (TRS) is introduced by using a new trust-region radius (TRR). We proved the global convergence of the new algorithm. The numerical experiment were made by comparing the proposed algorithm with famous algorithms depending on the number of iterations, time required to find the solution and functions evaluation. Based on these results, we can conclude that the proposed algorithm is better than the three algorithms that were compared with.