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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:
65K05Mathematical programming (numerical methods)
90C26Nonconvex programming, global optimization
90C51Interior-point methods
90C30Nonlinear programming
Software:
TRICE
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Full Text: DOI
References:
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