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

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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.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing, PRC

    D. C. Xu & J. Y. Han

  2. Department of Mathematics, Suzhou University, Suzhou, PRC

    Z. W. Chen

Authors
  1. D. C. Xu
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  2. J. Y. Han
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  3. Z. W. Chen
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Xu, D.C., Han, J.Y. & Chen, Z.W. Nonmonotone Trust-Region Method for Nonlinear Programming with General Constraints and Simple Bounds. Journal of Optimization Theory and Applications 122, 185–206 (2004). https://doi.org/10.1023/B:JOTA.0000041735.67285.46

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  • DOI: https://doi.org/10.1023/B:JOTA.0000041735.67285.46

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