Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1706610 | Applied Mathematical Modelling | 2010 | 9 Pages |
Abstract
This paper presents a nonmonotone trust region algorithm for equality constrained optimization problems. Under certain conditions, we obtain not only the global convergence in the sense that every limit point is a stationary point but also the one step superlinear convergence rate. Numerical tests are also given to show the efficiency of the proposed algorithm.
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Authors
Zhensheng Yu, Changxiang He, Yu Tian,