A new non-monotone filter trust region algorithm for solving nonlinear systems of equalities and inequalities
In this paper, we combine filter and non-monotone trust region algorithm for nonlinear systems of equalities and inequalities. The systems of equalities and inequalities are transformed into a continuous equality constrained optimization solved by the new algorithm. Filter method guarantees global c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
International Academic Press
2015-08-01
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| Series: | Statistics, Optimization and Information Computing |
| Subjects: | |
| Online Access: | http://www.iapress.org/index.php/soic/article/view/100 |