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Zbl 1129.90353
Xu, D.C.; Han, J.Y.; Chen, Z.W.
Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds.
(English)
[J] J. Optim. Theory Appl. 122, No. 1, 185-206 (2004). ISSN 0022-3239; ISSN 1573-2878/e

Summary: We propose a nonmonotone trust-region algorithm for the solution of optimization problems with general nonlinear equality constraints and simple bounds. Under a constant rank assumption on the gradients of the active constraints, we analyze the global convergence of the proposed algorithm.
MSC 2000:
*90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type

Keywords: trust-region methods; nonmonotone algorithms; global convergence; nonlinear equality constraints; substationary points

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