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A nonmonotonic trust region technique for nonlinear constrained optimization. (English) Zbl 0822.65039
This paper describes a nonmonotone trust region method for equality constrained optimization problems. A nonsmooth penalty function is introduced as the merit function, and a correction term is added to the step in order to overcome the Maratos effect. It is shown that all accumulation points of the resulting sequence are Kuhn-Tucker points and its local convergence rate is q-superlinear under certain assumptions.
Reviewer: P.Pan (Nanjing)
MSC:
65K05Mathematical programming (numerical methods)
90C30Nonlinear programming