A class of nonmonotone trust region algorithms for constrained optimizations

摘要

For the constrained optimization problem (COP), a class of nonmonotone trust region algorithms is proposed in sec, 1. In sec 2, the global convergence of this class of algorithms is proved. In sec. 3, some results about the Cauchy point are provided.The nonmonotone technique in this algorithm differs from those in existing nonmonotone algorithms, i.e.. nonmonotone algorithms with linear search for unconstrained and constrained optimizations, and the nonmonotone trust region algorithm for unconstrained optimization.