A new non-monotone filter trust region algorithm for solving nonlinear systems of equalities and inequalities

  • Chao Gu School of Math. and Info., Shanghai LiXin University of Commerce, P.R.China
  • Hua Wang School of Math. and Info., Shanghai LiXin University of Commerce, P.R.China
Keywords: Nonlinear systems, Complementarity, Trust region, Filter method, Non-monotone technique, Convergence analysis


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 convergence of the algorithm under appropriate assumptions. The second order correction step is used to overcome Maratos effect so that superlinearly local convergence is achieved. Preliminary numerical results are reported.


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How to Cite
Gu, C., & Wang, H. (2015). A new non-monotone filter trust region algorithm for solving nonlinear systems of equalities and inequalities. Statistics, Optimization & Information Computing, 3(3), 229-240. https://doi.org/10.19139/soic.v3i3.100
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