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