Scholars Bulletin (SB)
Volume-2 | Issue-08 | Sch. Bull.; 2016, 2(8): 470-475
Research Article
A non-monotone trust region method for constrained optimization
Qinghua Zhou, Hao Zhao
Published : Aug. 15, 2016
Abstract
Abstract: In this paper, we propose a non-monotone trust region method for solving equality constrained optimization problem. Unlike the traditional trust region methods, our algorithm uses a new non-monotone strategy. Theoretical analysis indicates that the new method preserves the global convergence under some mild conditions.