简单界约束非光滑方程组的非单调信赖域方法

Nonmonotone trust region methods for nonsmooth equations wih bos constraints

对简单界约束非光滑非线性方程组提出一种新的非单调信赖域算法,信赖域半径与当前迭代点的投影梯度有关,非单调结构为标准结构.在通常假设条件下,证明了算法具有强收敛性,并给出了初步的数值试验结果.

We develop a class of nonmonotone trust-region methods for solving nonsmooth equations with box constraints. The radius of trust region is related to the projected gradient at the current point. The nonmonotone structure is standard one. Under the suitable assumptions, the strong global convergence of the algorithm is proved and preliminary numerical results are given.