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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 163487, 9 pages
http://dx.doi.org/10.1155/2013/163487
Research Article

An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

Department of Mathematics, Shanghai Maritime University, Shanghai 201306, China

Received 22 October 2012; Accepted 11 January 2013

Academic Editor: Nikolaos Papageorgiou

Copyright © 2013 Zhong Jin. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

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.