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Zbl 1186.90112
Yu, Zhensheng; He, Changxiang; Tian, Yu
Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization. (English)
[J] Appl. Math. Modelling 34, No. 5, 1194-1202 (2010). ISSN 0307-904X

Summary: This paper presents a nonmonotone trust region algorithm for equality constrained optimization problems. Under certain conditions, we obtain not only the global convergence in the sense that every limit point is a stationary point but also the one step superlinear convergence rate. Numerical tests are also given to show the efficiency of the proposed algorithm.
MSC 2000:
*90C30 Nonlinear programming

Keywords: equality constrained optimization; trust region algorithm; nonmonotone technique; global convergence; local convergence rate

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