Volume 13, Issue 1
A Nonmonotonic Trust Region Technique for Nonlinear Constrained Optimization

De-tong Zhu

J. Comp. Math., 13 (1995), pp. 20-31

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  • Abstract

In this paper, a nonmonotonic trust region method for optimization problems with equality constraints is proposed by introducing a nonsmooth merit function and adopting a correction step. It is proved that all accumulation points of the iterates generated by the proposed algorithm are Kuhn-Tucker points and that the algorithm is $q$-superlinearly convergent.

  • History

Published online: 1995-02

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