Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization
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 t...
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/976509 |
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| _version_ | 1832565734512787456 |
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| author | Ke Su Wei Liu Xiaoli Lu |
| author_facet | Ke Su Wei Liu Xiaoli Lu |
| author_sort | Ke Su |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-a9d61bb65a104a35aa5ab1c76ec1ad5b |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-a9d61bb65a104a35aa5ab1c76ec1ad5b2025-02-03T01:06:55ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/976509976509Global Convergence of a New Nonmonotone Filter Method for Equality Constrained OptimizationKe Su0Wei Liu1Xiaoli Lu2College of Mathematics and Computer Science, Hebei University, Baoding 071002, ChinaCollege of Mathematics and Computer Science, Hebei University, Baoding 071002, ChinaCollege of Mathematics and Computer Science, Hebei University, Baoding 071002, ChinaA 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.http://dx.doi.org/10.1155/2013/976509 |
| spellingShingle | Ke Su Wei Liu Xiaoli Lu Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization Journal of Applied Mathematics |
| title | Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization |
| title_full | Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization |
| title_fullStr | Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization |
| title_full_unstemmed | Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization |
| title_short | Global Convergence of a New Nonmonotone Filter Method for Equality Constrained Optimization |
| title_sort | global convergence of a new nonmonotone filter method for equality constrained optimization |
| url | http://dx.doi.org/10.1155/2013/976509 |
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