Journal of Applied Mathematics

  • J. Appl. Math.
  • Volume 2013, Special Issue (2013), Article ID 976509, 9 pages.

Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization

Ke Su, Wei Liu, and Xiaoli Lu

Full-text: Open access

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.

Article information

Source
J. Appl. Math., Volume 2013, Special Issue (2013), Article ID 976509, 9 pages.

Dates
First available in Project Euclid: 14 March 2014

Permanent link to this document
https://projecteuclid.org/euclid.jam/1394807432

Digital Object Identifier
doi:10.1155/2013/976509

Mathematical Reviews number (MathSciNet)
MR3045378

Zentralblatt MATH identifier
1266.65105

Citation

Su, Ke; Liu, Wei; Lu, Xiaoli. Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization. J. Appl. Math. 2013, Special Issue (2013), Article ID 976509, 9 pages. doi:10.1155/2013/976509. https://projecteuclid.org/euclid.jam/1394807432


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