Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization

DOI10.1016/J.APM.2009.08.003zbMATH Open1186.90112OpenAlexW1990507247MaRDI QIDQ971994FDOQ971994

Authors: Zhensheng Yu, Changxiang He, Yu Tian 

Publication date: 21 May 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2009.08.003

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zbMATH Keywords

global convergencetrust region algorithmnonmonotone techniquelocal convergence rateequality constrained optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

• A Nonmonotone Line Search Technique for Newton’s Method
• Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
• Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds
• Test examples for nonlinear programming codes
• A trust region algorithm for equality constrained optimization
• Nonmonotonic trust region algorithm
• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• A nonmonotone filter trust region method for nonlinear constrained optimization
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
• On the global convergence of trust region algorithms for unconstrained minimization
• Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems
• A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization
• A projective quasi-Newton method for nonlinear optimization
• Title not available (Why is that?)
• A global convergence theory for an active-trust-region algorithm for solving the general nonlinear programing problem.
• Global convergence of nonmonotonic trust region algorithm for nonlinear optimization

Cited In (13)

• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization
• Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization
• Global convergence of nonmonotonic trust region algorithm for nonlinear optimization
• Title not available (Why is that?)
• Global convergence of trust region algorithm for equality and bound constrained nonlinear optimization
• Title not available (Why is that?)
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• A nonmonotone trust region algorithm for equality constrained optimization
• An improved nonmonotone filter trust region method for equality constrained optimization
• Title not available (Why is that?)
• A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
• A trust-region algorithm combining line search filter technique for nonlinear constrained optimization

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