A New Non-monotone Trust Region Technique for Equality Constrained Optimization 

Xiao WU, Qinghua ZHOU* 

College of Mathematics and Information Science, Hebei University, Baoding, 071002, CHINA wuxiao616@163.com, qinghua.zhou@gmail.com *Corresponding author 

Abstract: In this paper, we propose a new non-monotone trust region algorithm for equality constrained optimization problems. We incorporate a new non-monotone strategy into trust region algorithm to construct a more relaxed trust region procedure. The global convergence is subsequently proved under some mild conditions. 

Keywords: Non-monotone; Trust Region Methods; Constrained Optimization; Global Convergence