An improved nonmonotone filter trust region method for equality constrained optimization (Q1949431): Difference between revisions

Summary: Motivated by the method of \textit{K. Su} and \textit{D. Pu} [J. Comput. Appl. Math. 223, No. 1, 230--239 (2009; Zbl 1180.65081)], we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimizations. In our algorithm, a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucial criterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show that our method is effective.