一种基于L-函数的非单调自适应信赖域算法

ANon-monotoneAdaptive Trust RegionAlgorithm Based on L-function

利用函数L-就无约束优化问题提出了一种非单调自适应信赖域算法。算法中信赖域半径自动更新依赖函数L-,步长的求解采用了非单调wolfe线搜索技术。在一定条件下,证明了算法的全局收敛性,数值实验表明算法稳定有效。

In this paper,we propose a non-monotonic adaptive trust region algorithm for unconstrained optimization problems using L-function.In the algorithm,the automatic update of the radius of the trust region depends on the L-function,and the step size is solved by using the non-monotonic Wolfe line search technique.Under certain conditions,the global convergence of the algorithm is proved.Numerical experiments show that the algorithm is stable and effective.