关键词: 无约束优化, 新锥模型, 非单调技术, 过滤技术, 信赖域

Abstract:

In this paper,a nonmonotone technique proposed by Gu and Mo is applied to the trust region method,and a new nonmonotone multidimensional filter trust region method is proposed.The current term is a convex combination of the previous nonmonotone term and the current objective function value.The global convergence of algorithm is proved under certain conditions.Numerical experiments verify the feasibility of the algorithm.

Key words: unconstrained optimization;new conic model;nonmonotone techniques;filter technique;trust region algorithm