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Zbl 0822.65039
Zhu, Detong
A nonmonotonic trust region technique for nonlinear constrained optimization. (English)
[J] J. Comput. Math. 13, No.1, 20-31 (1995). ISSN 0254-9409; ISSN 1991-7139/e

This paper describes a nonmonotone trust region method for equality constrained optimization problems. A nonsmooth penalty function is introduced as the merit function, and a correction term is added to the step in order to overcome the Maratos effect. It is shown that all accumulation points of the resulting sequence are Kuhn-Tucker points and its local convergence rate is $q$-superlinear under certain assumptions.
[P.Pan (Nanjing)]

MSC 2000:: *65K05 Mathematical programming (numerical methods)
90C30 Nonlinear programming

Keywords: nonlinear constrained optimization; superlinear convergence; nonmonotone trust region method; nonsmooth penalty function; Maratos effect; Kuhn- Tucker points; local convergence

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