Article ID: | iaor19981378 |
Country: | Netherlands |
Volume: | 77 |
Issue: | 1 |
Start Page Number: | 69 |
End Page Number: | 94 |
Publication Date: | Apr 1997 |
Journal: | Mathematical Programming |
Authors: | Toint Philippe L. |
Keywords: | trust regions |
This paper presents two new trust-region methods for solving nonlinear optimization problems over convex feasible domains. These methods are distinguished by the fact that they do not enforce strict monotonicity of the objective function values at successive iterates. The algorithms are proved to be convergent to critical points of the problem from any starting point. Extensive numerical experiments show that this approach is competitive with the