解无约束最优化问题的一个非单调BFGS信赖域算法

A Nonmonotone BFGS-TRUST-REGION Algorithm for Unconstrained Optimization Problems

在文[19]的基础上,给出了一个解无约束最优化问题的非单调BFGS校正的信赖域算法.此算法具有较好的性质,所给的BFGS校正的具有二次约束的信赖域子问题总保证是严格凸二次规划.在适当的条件下此算法具有全局收敛性和Q 二次收敛性.

In this paper,we propose a nonmonotone BFCS-trust-region algorithm which based on [19]for unconstained optimization.The advantage of this algorithm is that the subproblem of tust-region method is always a strictly convex quadratic programming. We prove the algorithm possesses global and Q-quadratic convergence under suitable conditions.