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2013 Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization
Ke Su, Wei Liu, Xiaoli Lu
J. Appl. Math. 2013(SI24): 1-9 (2013). DOI: 10.1155/2013/976509

Abstract

A new nonmonotone filter trust region method is introduced for solving optimization problems with equality constraints. This method directly uses the dominated area of the filter as an acceptability criterion for trial points and allows the dominated area decreasing nonmonotonically. Compared with the filter-type method, our method has more flexible criteria and can avoid Maratos effect in a certain degree. Under reasonable assumptions, we prove that the given algorithm is globally convergent to a first order stationary point for all possible choices of the starting point. Numerical tests are presented to show the effectiveness of the proposed algorithm.

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Ke Su. Wei Liu. Xiaoli Lu. "Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization." J. Appl. Math. 2013 (SI24) 1 - 9, 2013. https://doi.org/10.1155/2013/976509

Information

Published: 2013
First available in Project Euclid: 14 March 2014

zbMATH: 1266.65105
MathSciNet: MR3045378
Digital Object Identifier: 10.1155/2013/976509

Rights: Copyright © 2013 Hindawi

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Vol.2013 • No. SI24 • 2013
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