A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization
type: Item
instance of: scholarly article
title: A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization
zbMATH Open document ID: 1059.65053
author: Zhongwen Chen
author: Xiangsun Zhang
published in: Journal of Computational and Applied Mathematics
publication date: 2004-10-12T00:00:00Z
review text: The authors consider general nonlinear programming problems in the form \[ \min f(x) \quad\text{s.t. }c(x)= 0\quad\text{and }1\leq x\leq u. \] For these problems, a nonmonotone trust-region algorithm with nonmonotone penalty parameters is presented. The given algorithm combines an successive quadratic programming approach with a trust-region strategy to globalize the process. The global convergence theory for the given algorithm is developed without regularity assumptions. Numerical experiments are presented.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 2107314
zbMATH Keywords: trust-region method
zbMATH Keywords: nonmonotone algorithm
zbMATH Keywords: constrained optimization
zbMATH Keywords: nonlinear programming
zbMATH Keywords: global convergence
zbMATH Keywords: numerical exmperiments
zbMATH Keywords: successive quadratic programming
reviewed by: Hans Benker
MaRDI profile type: Publication
full work available at URL: j.cam.2003.12.048
OpenAlex ID: W1970914972
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DOI: 10.1016/J.CAM.2003.12.048
description: scientific article; zbMATH DE number 2107314