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:

Nonmonotone technique has been widely applied in the trust region with good results.A new filter trust region method is proposed by combining nonmonotone techniques with the multidimensional filter technology.The algorithm constructs a new ratio in each iteration to adjust trust region radius of the computation,and uses multiple filtering to improve the probability of acceptance and the experiment when the test steps are not accepted.The global convergence of algorithm is proved under certain conditions.Numerical experiments show that the algorithm is effective.

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