GLOBAL CONVERGENCE OF NONMONOTONIC TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION

被引：0

作者：

Tong Xiaojiao 1

机构：

来源：

Applied Mathematics:A Journal of Chinese Universities | 2000年 / 02期

关键词：

Nonmonotone algorithm; equality constrains; trust region method; global convergence;

D O I：

暂无

中图分类号：

O224 [最优化的数学理论];

学科分类号：

070105 ; 1201 ;

摘要：

A trust region algorithm for equality constrained optimization is given in this paper.The algorithm does not enforce strict monotonicity of the merit function for every iteration.Global convergence of the algorithm is proved under the same conditions of usual trust region method.

引用

页码：201 / 210

页数：10

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