Global convergence of nonmonotonic trust region algorithm for nonlinear optimization

Applied Mathematics

Volumn 15, Issue 2, 2000, Pages 201-210

  Tong, Xiaojiao ^a,b   Zhou, Shuzi ^a  

^a HUNAN UNIVERSITY   (China)

^b CHANGSHA UNIVERSITY   (China)

Author keywords

Equality constrains; Global convergence; Nonmonotone algorithm; Trust region method

Indexed keywords

EID: 84979026658     PISSN: 10051031     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11766-000-0027-2     Document Type: Article

References (7)

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3. Dennis, J. E., Vicente, L. N., On the convergence theory of trust-region-based algorithms for equality-constrained optimization, SIAM J. Optim., 1997, 7(4):927-950.
4. Deng, N. Y., Xiao, Y., Zhou, F. J. Nonmonotonic trust region algorithm, J. Optim. Theory Appl., 1993, 76(2):259-284.
5. Toint, Ph. L., Non-monotone trust-region algorithms for nonlinear optimization subject to convex constrained, Math. Programming, 1997, 77:69-94.
6. Powell, M. J. D., Yuan, Y., A trust-region algorithm for equality constrained optimization, Math. Programming, 1991, 49:189-211.
7. El-Alem, M., A global convergence theory for the Celis-Dennis-Tapia trust-region algorithm for constrained optimization, SIAM J. Numer. Anal., 1991, 28:266-290.