一个修改的非单调BFGS信赖域方法

A Modified BFGS-trust Region Algorithm with a Non-monotone Line Search Technique

在MBFGS方法以及一种非单调的搜索技术的基础上,提出了一种非单调BFGS信赖域方法.相对于单调的BFGS信赖域方法而言,该算法采用了非单调技术,使得信赖域子问题的求解更加容易.此外,在一定的假设条件下,证明了算法的全局收敛性.进一步的数值实验验证了算法的有效性.

Based on the non-monotone line search technique, a modified BFGS-trust region method is presented. A good property of the method is easy to solve the subproblem. And the global convergence of the algorithm is proved under proper conditions. Some numerical results are repor- ted, which confirms the effectiveness of the proposed technique.