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GLOBAL CONVERGENCE OF NONMONOTONIC TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION |
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| Authors: | Tong Xiaojiao Zhou Shuzi Dept. of Appl.Math. Hunan Univ. Changsha . Dept.of Math. Changsha Univ.of Electric Power Changsha |
| Affiliation: | Tong Xiaojiao 1,2 Zhou Shuzi 1 1 Dept. of Appl.Math.,Hunan Univ.,Changsha 41 0 0 82 .2 Dept.of Math.,Changsha Univ.of Electric Power,Changsha41 0 0 77 |
| Abstract: | A trust region algorithm for equality constrained optimization is given in this paper.The algorithm does not enforce strict monotonicity of the merit function for every iteration.Global convergence of the algorithm is proved under the same conditions of usual trust region method. |
| Keywords: | Nonmonotone algorithm equality constrains trust region method global convergence. |
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