A Global Convergence Theory for the Celis-Dennis-Tapia Trust Region Algorithm for Constrained Optimization

1989 ◽  
Author(s):  
Mahmoud El-Alem
Keyword(s):  
Global Convergence ◽  
Constrained Optimization ◽  
Trust Region ◽  
Convergence Theory ◽  
Trust Region Algorithm

scholarly journals An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-9
Author(s):  
Zhong Jin
Keyword(s):  
Global Convergence ◽  
Constrained Optimization ◽  
Trust Region Method ◽  
Trust Region ◽  
Numerical Results ◽  
Trust Region Algorithm ◽  
Filter Technique ◽  
Sqp Methods ◽  
Equality Constrained Optimization ◽  
Nonlinear Equality

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.

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