科研之友
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摘要
Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving non-linear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucial criterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective.
- 出版日期2013
- 单位上海海事大学
