학술논문
Nonmonotone Trust-Region Method for Nonlinear Programming with General Constraints and Simple Bounds
Document Type
redif-article
Author
Source
Springer, Journal of Optimization Theory and Applications. 122(1):185-206
Subject
Language
English
Abstract
In this paper, we propose a nonmonotone trust-region algorithm for the solution of optimization problems with general nonlinear equality constraints and simple bounds. Under a constant rank assumption on the gradients of the active constraints, we analyze the global convergence of the proposed algorithm.