对于无约束优化问题提出了一类新的非单调拟牛顿算法.该算法在修正的拟牛顿方程基础上添加参数,从而推广了已有的拟牛顿方程.采用非单调线性搜索准则,并在一定条件下证明了新的非单调拟牛顿算法具有全局收敛性.
For unconstrained optimization problem,a class of new non-monotone quasi-Newton algorithm is put forward. This new algorithm adds two parameters based on modified quasi-Newton equation,generalizing the existing quasi-Newton equation. Using non-monotonic linear search criteria,and under certain condition,it proves that the new non-monotone quasi-Newton algorithm has global convergence.