针对无约束优化问题,每次迭代充分利用当前迭代点及其一阶导数的信息自动生成一个信赖域半径,并结合BFGS算法的优点,构造了无约束优化问题的一种非单调自适应-BFGS算法.在一定条件下,给出了算法的全局收敛性以及具有超线性收敛速度的证明.
A nonmonotone adaptive-BFGS trust-region method for unconstrained optimization is presented. Not only the trust-region radius in this method is automatically determined by using first order information,but combining with the advantage of the BFGS algorithm. Under certain conditions, the global and superlinear eonvergences of the algorithm are proved.