An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

Abstract EN

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 crucial criterion is weakened.

Under some suitable conditions, the global convergence is established.

In the end, numerical results show our method is effective.