full
search.png

Search

close.png

Cancel

arrow
Volume 21, Issue 2
A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints

Hongchao Zhang

J. Comp. Math., 21 (2003), pp. 237-246.

Published online: 2003-04

Preview Full PDF 2657 24837

Cited by

google scholar semantic scholar
Export citation
  • Abstract

In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique [1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate tre efficiency of the algorithm.

  • Keywords

Nonlinear optimization, Nonmonotone algorithm, Trust region, General constraints.

  • AMS Subject Headings

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{JCM-21-237, author = {Hongchao Zhang}, title = {A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints}, journal = {Journal of Computational Mathematics}, year = {2003}, volume = {21}, number = {2}, pages = {237--246}, abstract = {

In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique [1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate tre efficiency of the algorithm.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10278.html} }
TY - JOUR T1 - A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints AU - Hongchao Zhang JO - Journal of Computational Mathematics VL - 2 SP - 237 EP - 246 PY - 2003 DA - 2003/04 SN - 21 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/10278.html KW - Nonlinear optimization, Nonmonotone algorithm, Trust region, General constraints. AB -

In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique [1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate tre efficiency of the algorithm.

Hongchao Zhang. (2003). A Nonmonotone Trust Region Algorithm for Nonlinear Optimization Subject to General Constraints. Journal of Computational Mathematics. 21 (2). 237-246. doi:
Copy to clipboard
BibteX RIS TXT
The citation has been copied to your clipboard