关键词: 非单调策略, 信赖域算法, 非光滑优化, 全局收敛, 无约束优化

Abstract: It proposes a solution for non-smooth unconstrained optimization problems of non-monotone trust region methods, and compares the approach with the classical trust region methods. At the same time, the algorithm sets some conditions, under the conditions of these assumptions, the algorithm is proved global convergence. Numerical results show that non-monotonic strategy not only in solving non-smooth unconstrained optimization problems is effective, but also expands the non-monotonic trust region algorithm applications.

Key words: non-monotone strategies, trust region algorithms, non-smooth optimization, global convergence, unconstrained optimization