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- Title
A Nonmonotone Trust Region Method for Nonlinear Programming with Simple Bound Constraints.
- Authors
W. Chen, Z.; Y. Han, J.; C. Xu, D.
- Abstract
In this paper we propose a nonmonotone trust region algorithm for optimization with simple bound constraints. Under mild conditions, we prove the global convergence of the algorithm. For the monotone case it is also proved that the correct active set can be identified in a finite number of iterations if the strict complementarity slackness condition holds, and so the proposed algorithm reduces finally to an unconstrained minimization method in a finite number of iterations, allowing a fast asymptotic rate of convergence. Numerical experiments show that the method is efficient.
- Subjects
MONOTONIC functions; MATHEMATICAL optimization; NONLINEAR programming
- Publication
Applied Mathematics & Optimization, 2001, Vol 43, Issue 1, p63
- ISSN
0095-4616
- Publication type
Article
- DOI
10.1007/s002450010020