Article ID Journal Published Year Pages File Type
4637474 Applied Mathematics and Computation 2006 33 Pages PDF
Abstract
In this paper, we propose a penalty-free-type nonmonotone trust region method for solving general nonlinear programming problem. The algorithmic framework yields global convergence without using any penalty function. We analyze the global convergence of the main algorithm for the degenerate problems and also give the globally convergent results under the linear independence constraint qualification. The preliminary numerical tests are reported.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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