Secant algorithms with nonmonotone trust region that employs fletcher penalty function for constrained optimization

被引：0

作者：

Zhu, DT ^{[1
]}

机构：

[1] Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China

来源：

OPTIMIZATION | 2001年 / 50卷 / 1-2期

关键词：

trust region; secant methods; nonmonotonic technique; constrained optimization; Fletcher's penalty function;

D O I：

10.1080/02331930108844556

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we present a family of secant algorithms in association with nonmonotone trust region strategy for nonlinear equality constrained optimization problems. The proposed algorithms are globally convergent while keeping the local superlinear rate by introducing Fletcher's penalty function as merit function.

引用

页码：121 / 153

页数：33

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