Nonmonotone Trust-Region Method for Nonlinear Programming with General Constraints and Simple Bounds

D. C. Xu, J. Y. Han and Z. W. Chen
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D. C. Xu: Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences
J. Y. Han: Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences
Z. W. Chen: Suzhou University

Journal of Optimization Theory and Applications, 2004, vol. 122, issue 1, No 8, 185-206

Abstract: Abstract In this paper, we propose a nonmonotone trust-region algorithm for the solution of optimization problems with general nonlinear equality constraints and simple bounds. Under a constant rank assumption on the gradients of the active constraints, we analyze the global convergence of the proposed algorithm.

Keywords: Trust-region methods; nonmonotone algorithms; global convergence; nonlinear equality constraints; substationary points (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:JOTA.0000041735.67285.46

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