A Nonmonotone Trust-Region Algorithm for A Class of Optimization problems
Shujun Li
Abstract
Shujun Li
Abstract
This paper proposed a nonomontone trust region algorithm for nonlinear optimization with inequality constraints and simple bounds.Under certain conditions,the global convergence of the algorithm is proved and the numerical experiments show that the nonmonotone algorithms are effective.
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This paper proposed a nonomontone trust region algorithm for nonlinear optimization with inequality constraints and simple bounds.Under certain conditions,the global convergence of the algorithm is proved and the numerical experiments show that the nonmonotone algorithms are effective.
Key concepts: Trust region, Convergence (economics), Mathematical optimization, Simple (philosophy), Class (philosophy), Nonlinear system, Computer science, Optimization problem