一种新的自适应非单调牛顿算法  

A New Adaptive Nonmonotone Newton Algorithm

作　　者：袁柳洋[1,2] 晋慧慧 万仲平 YUAN Liuyang;JIN Huihui;WAN Zhongping(College of Science,Wuhan University of Science and Technology,Wuhan 430065,China;Hubei Province Key Laboratory of Systems Science in Metallurgical Process,Wuhan University of Science and Technology,Wuhan 430081,China;School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China)

机构地区：[1]武汉科技大学理学院 [2]冶金工业过程系统科学湖北省重点实验室(武汉科技大学) [3]武汉大学数学与统计学院

出　　处：《应用数学》2023年第3期729-738,共10页Mathematica Applicata

基　　金：Supported by the Open Fund Project of Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Y201905);the Youth Project of Scientific Research Project of Hubei Provincial Department of Education(Q20211111);the Natioanal Natural Science Foundation of China(11871383)。

摘　　要：本文针对无约束优化问题,提出一种新的自适应非单调线搜索技术.基于新的非单调线搜索技术,提出一种自适应非单调牛顿算法.在适当的假设下,证明了新的算法的全局收敛性.数值结果表明了该算法的可行性和有效性.In this paper,a new adaptive nonmonotone line search technique is proposed for unconstrained optimization.Based on the new nonmonotone line search technology,an adaptive nonmonotone Newton algorithm is developed.Under suitable assumptions,the global convergence of the new algorithm is proved.The Numerical results show the feasibility and efficiency of the proposed algorithm.

关 键 词：非单调线搜索 自适应 全局收敛 

分 类 号：O221[理学—运筹学与控制论]