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Zbl 1093.65058
Chen, Z.W.
A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization. (English)
[J] Appl. Math. Comput. 173, No. 2, 1014-1046 (2006). ISSN 0096-3003

Summary: The author proposes a penalty-free-type nonmonotone trust region method for solving general nonlinear programming problems. The algorithmic framework yields global convergence without using any penalty function. The global convergence of the main algorithm for the degenerate problems is analyzed and globally convergent results under the linear independence constraint qualification are given. Preliminary numerical tests are reported.

MSC 2000:: *65K05 Mathematical programming (numerical methods)
90C26 Nonconvex programming
90C51 Interior-point methods
90C30 Nonlinear programming

Keywords: Penalty-free-type; Nonmonotone; Trust-region method; Global convergence; numerical examples; nonlinear programming

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Zentralblatt MATH Berlin [Germany]