非单调信赖域算法是解决无约束优化问题的一种有效的算法。本文针对无约束优化问题提出了一种改进的非单调自适应信赖域算法。将非单调技术引入到一种新的自适应信赖域算法中,这样做避免了Maratos效应,减少了运算量。并且文中提出了一些假设,证明了这种改进的非单调自适应算法的全局收敛性,最后数据试验验证了这种算法的有效性。%The nonmonotone trust-region methods are well-known techniques for solving unconstrained optimization problems.In this paper,a modified nonmonotone self-adaptive trust-region method is proposed for unconstrained optimi-zation. The nonmonotone strategies are introduced into a new self-adaptive trust-region. Maratos effects are avoided and the amount of calculation is reduced. Some reasonable assumptions are proposed. The global convergence properties of the algorithm are established. Lastly preliminary numerical results show that the new method is efficient for solving unconstrained optimization problem.
展开▼