An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

Zhong Jin

Abstract and Applied Analysis, 2013, vol. 2013, 1-9

Abstract:

Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucial criterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:163487

DOI: 10.1155/2013/163487

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