| A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS |
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| 作者姓名： | Hongchao Zhang |
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| 作者单位： | Department of Mathematics，University of Florida，Gainesville，FL，USA 32611 |
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| 基金项目： | This work was done when the author was studying in the State Key Laboratory of Scientific and Engi- neering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, P. O. Box 2719, Beijing 10008 |
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| 摘 要： | In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique1] with a nonmonotone method similar to Ke and Han 2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate the efficiency of the algorithm.
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A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS |
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| Hongchao Zhang.A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS[J].Journal of Computational Mathematics,2003(2). |
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| Authors: | Hongchao Zhang |
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| Abstract: | In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique1] with a nonmonotone method similar to Ke and Han 2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate the efficiency of the algorithm. |
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| Keywords: | Nonlinear optimization Nonmonotone algorithm Trust region General con-straintss |
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