Nonmonotone Trust-Region Method for Nonlinear Programming with General Constraints and Simple Bounds |
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| Authors: | Xu D C Han J Y Chen Z W |
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| Institution: | (1) Institute of Applied Mathematics, Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing, PRC;(2) Department of Mathematics, Suzhou University, Suzhou, PRC |
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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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| Keywords: | Trust-region methods nonmonotone algorithms global convergence nonlinear equality constraints substationary points |
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