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A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization. (English) Zbl 1093.65058
Summary: The author proposes a penalty-free-type nonmonotone trust region method for solving general nonlinear programming problems. The algorithmic framework yields global convergence without using any penalty function. The global convergence of the main algorithm for the degenerate problems is analyzed and globally convergent results under the linear independence constraint qualification are given. Preliminary numerical tests are reported.

MSC:
65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization
90C51 Interior-point methods
90C30 Nonlinear programming
Software:
TRICE
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References:
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