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An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

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  • Zhong Jin

Abstract

Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucial criterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective.

Suggested Citation

  • Zhong Jin, 2013. "An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-9, February.
    • Handle: RePEc:hin:jnlaaa:163487
    DOI: 10.1155/2013/163487
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