解无约束优化的非单调线搜索方法的分析.pdfVIP

Abstract Abstract Inthis we thenewnonmonotonelinesearchmethodforthe papermainlystudy unconstrained optimization． the curvatureinformationofHessematrixand First，usingnegative requiring oftheconvexcombinationofthesuccessivefunction values，we descending propose anewnonmonotonesecondorderWolfelinesearch withthe algorithm．Compared on traditionalnonmonotonenew canreducethe the scheme，the algorithm dependence Mandavoid thefunctionvalue．The ofnew parameter storing convergencealgorithm is indicatethe iseffective． andthenumericalresults that proved proposedalgorithm thenewnonmonotoneandtheBarzilaiandBor- Second，combining techniques wein anew methodforunconstrained method，we globalization op· gradient propose timization useofthefilter Hetcherand problems．Making techniqueproducedby is ofthenew modifiedBBmethodalso Leyffer,a presented．Theglobalconvergence methodsis andnumericalresultsshowthatthe isreliable． proved proposedalgorithm In reviewthe ofunconstrainedandthen