Article ID Journal Published Year Pages File Type
1706610 Applied Mathematical Modelling 2010 9 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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