一种非单调自适应信赖域法

A Nonmonotonic Self-Adaptive Trust Region Algorithm

摘要: 求解无约束优化问题，本文给出了一种改进的非单调信赖域算法。采用了非单调技术，当试探步不被接受时，下一步的迭代步长由一个固定公式给出。并直接给出调整信赖域半径公式。数值试验结果表明新算法的有效性。在适当的条件下，证明了算法的全局收敛性。

Abstract: We propose an improved nonmonotonic trust region algorithm. Our method is to use the nonmonotone technique and if the trial step is rejected, the stepsize is computed by a fixed formula. The trust region radius is updated at a variable rate. Numerical experiment results show that the new algorithm is effective. Under mild conditions, we prove that the algorithm is global convergence.