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Volume 21, Issue 2
A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints

Hongchao Zhang

J. Comp. Math., 21 (2003), pp. 237-246.

Published online: 2003-04

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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 technique [1] 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 tre efficiency of the algorithm.

  • Keywords

Nonlinear optimization, Nonmonotone algorithm, Trust region, General constraints.

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  • Copyright

COPYRIGHT: © Global Science Press

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@Article{JCM-21-237, author = {}, title = {A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints}, journal = {Journal of Computational Mathematics}, year = {2003}, volume = {21}, number = {2}, pages = {237--246}, 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 technique [1] 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 tre efficiency of the algorithm.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10278.html} }
TY - JOUR T1 - A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints JO - Journal of Computational Mathematics VL - 2 SP - 237 EP - 246 PY - 2003 DA - 2003/04 SN - 21 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/10278.html KW - Nonlinear optimization, Nonmonotone algorithm, Trust region, General constraints. AB -

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 technique [1] 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 tre efficiency of the algorithm.

Hongchao Zhang. (1970). A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints. Journal of Computational Mathematics. 21 (2). 237-246. doi:
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