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Zbl 1059.65053
Chen, Zhongwen; Zhang, Xiangsun
A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization. (English)
[J] J. Comput. Appl. Math. 172, No. 1, 7-39 (2004). ISSN 0377-0427

The authors consider general nonlinear programming problems in the form $$\min f(x) \quad\text{s.t. }c(x)= 0\quad\text{and }1\le x\le u.$$ For these problems, a nonmonotone trust-region algorithm with nonmonotone penalty parameters is presented. The given algorithm combines an successive quadratic programming approach with a trust-region strategy to globalize the process. The global convergence theory for the given algorithm is developed without regularity assumptions. Numerical experiments are presented.
[Hans Benker (Merseburg)]

MSC 2000:: *65K05 Mathematical programming (numerical methods)
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type

Keywords: trust-region method; nonmonotone algorithm; constrained optimization; nonlinear programming; global convergence; numerical exmperiments; successive quadratic programming

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