A Trust Region Correction Algorithm Based on the Nonmonotone Trust Region Technology
Rui Shan · Journal of Gansu Lianhe University · 2010
Based on the traditional trust region algorithms,a kind of correction algorithm for constraint optimization problem was given.The algorithm adjusts the trust region radius by using nonmonotone trust region technology and corrects the penalty parameters,proves of the astringency were also given.At last,numerical experiment shows that the algorithm is efficient.