Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4637474 | Applied Mathematics and Computation | 2006 | 33 Pages |
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
Z.W. Chen,