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An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

机译:等式约束优化的一种改进的非单调滤波器信赖域方法

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Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucialcriterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective.
机译:基于Su和Pu(2009)的方法,我们提出了一种改进的非单调滤波器信任区域算法,用于求解非线性等式约束优化。在我们的算法中,提出了一种改进的非单调滤波器技术,并且不需要恢复阶段。在每次迭代中,与复合步骤SQP方法相同,该步骤被视为两个不同分量的总和,准正交步骤和切向步骤。给出了更为宽松的审判步骤接受条件,并削弱了关键标准。在某些合适的条件下,将建立全局收敛。最后,数值结果表明我们的方法是有效的。

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