基于文献[1]给出的自适应信赖域算法,结合非单调技术提出一个新的求解无约束优化问题的非单调自确定信赖域算法。该算法具有全局收敛性,并在适合的条件下也得到该算法的局部超线性和二次收敛性。
Based on Shi Zheng-jun's self-adaptive trust region method and combined to the nonmonotone technique,we presente a new trust region method with nonmonotone automatic determination for unconstrained optimization problems.This algorithm has global convergence properties.The local superlinear convergence and quadratic convergence are also obtained under suitable conditions.