A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization

DOI10.1016/j.cam.2003.12.048zbMath1059.65053OpenAlexW1970914972MaRDI QIDQ1883470

Zhongwen Chen, Xiang-Sun Zhang

Publication date: 12 October 2004

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2003.12.048

zbMATH Keywords

global convergenceconstrained optimizationnonlinear programmingsuccessive quadratic programmingtrust-region methodnonmonotone algorithmnumerical exmperiments

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (7)

Global convergence of a new nonmonotone filter method for equality constrained optimization ⋮ Nonmonotone algorithm for minimization on closed sets with applications to minimization on Stiefel manifolds ⋮ A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization ⋮ An improved nonmonotone filter trust region method for equality constrained optimization ⋮ A nonmonotone filter trust region method for nonlinear constrained optimization ⋮ Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization ⋮ A line search exact penalty method with bi-object strategy for nonlinear constrained optimization

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