A Nonmonotone Trust Region Algorithm Model for Minimization of Locally Lipschitzian Functions

摘要

The classical trust region algorithm was extended to the nonsmooth minimization problem successful by Qi and Sun. Combining the trust region algorithm of Qi and Sun with the nonmonotone technique, this paper present a nonmonotone trust region algorithm for the unconstrained nonsmooth optimization problems where the objective function is locally Lipschitzian, the global convergence results are established.