一种求解非线性方程组的非单调信赖域方法

A Nonmonotone Trust-region Method with Line Search for Nonlinear Equations

该文对非线性方程组问题,通过将Levenberg-Marquardt方法与信赖域技巧、非单调技术、线搜索方法有效地结合在一起,给出一个新的信赖域算法并在适当假设下证明了该方法的全局收敛性,同时初步数值试验结果表明该算法是可行及有效的.

By effectively combining Levenberg-Marquardt algorithm with trust region technique,nonmonotone technique and line search method,a nonmonotone trust region method is proposed for solving nonlinear equations.Under suitable assumptions,the global convergence of the proposed algorithm is proved.Preliminary numerical experiments show the algorithm is feasible and effective.