A non-monotone trust region method for constrained optimization
Journal Title: Scholars Bulletin - Year 2016, Vol 2, Issue 8
Abstract
Abstract:In this paper, we propose a non-monotone trust region method for solving equality constrained optimization problem. Unlike the traditional trust region methods, our algorithm uses a new non-monotone strategy. Theoretical analysis indicates that the new method preserves the global convergence under some mild conditions. Keywords: non-monotone technique; trust region method; equality constrained optimization; global convergence.
Authors and Affiliations
Qinghua Zhou, Hao Zhao
Keywords
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