Nonmonotonic trust region algorithm for unconstrained nonsmooth optimization problems

摘要

Nonmonotonic trust region algorithm for nonsmooth unconst-rained optimization problems is proposed and compared with the classical trust region method. At the same time, the global convergence of the algorithm is proved under the conditions of some assumptions.Numerical results show that nonmonotonic strategy not only in solving nonsmooth unconstrained optimization problems is effective, but also expanding the nonmonotonic trust region algorithm application fields.