An infeasible nonmonotone SSLE algorithm for nonlinear programming

被引：8
|
作者：
Shen, Chungen [1 ,2 ]
Xue, Wenjuan [3 ]
Pu, Dingguo [1 ]
机构：
[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
[2] Shanghai Finance Univ, Dept Appl Math, Shanghai 201209, Peoples R China
[3] Shanghai Univ Elect Power, Dept Math & Phys, Shanghai 200090, Peoples R China
来源：
MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 2010年 / 71卷 / 01期
基金：
美国国家科学基金会;
关键词：
Nonmonotonicity; SSLE; Line search; Nonlinear programming; INEQUALITY CONSTRAINED OPTIMIZATION; SUPERLINEARLY CONVERGENT ALGORITHM; QP-FREE ALGORITHM; GLOBALLY CONVERGENT; SEQUENTIAL SYSTEMS; LINEAR-EQUATIONS; PENALTY-FUNCTION; POINT;
D O I：
10.1007/s00186-009-0287-4
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we propose a new nonmonotone algorithm using the sequential systems of linear equations, which is an infeasible QP-free method. We use neither a penalty function nor a filter. Therefore, it is unnecessary to choose a problematic penalty parameter. The new algorithm only needs to solve three systems of linear equations with the same nonsingular coefficient matrix. Under some suitable conditions, the global convergence is established. Some numerical results are also presented.
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页码：103 / 124
页数：22
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