A kind of QP-free feasible method

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:224

Article

Zhang, Haiyan^1,2  Li, Guojun¹  Zhao, Hongluan³ 

[1] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China

[2] Shandong Jiaotong Univ, Dept Math & Phys, Jinan 253023, Peoples R China

[3] Shandong Jianzhu Univ, Sch Comp Sci & Technol, Jinan 250101, Peoples R China

关键词: Constrained optimization;    QP-free;    Linear independence;    Smoothing function;    Convergence;   

DOI  :  10.1016/j.cam.2008.04.036

来源: Elsevier

【 摘 要 】

This paper is concerned with a kind of QP-free feasible algorithm which solves an inequality constrained nonlinear optimization problem. Under some weaker conditions than those in [H. Qi, L. Qi. A New QP-free, globally convergent, locally superlinear convergent algorithm for inequality constrained optimization, SIAM J. Optim. 11 (2000) 113-132], we prove that the algorithm is implementable and globally convergent. Moreover. some numerical test results are given to indicate that the algorithm is quite promising. (C) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

Free