The Algorithm of Sequential KKT Equations by Nonmonotone Search for Arbitrary Initial Point

被引：0
|
作者：
Yifan Xu
Wei Wang
Ziyou Gao
机构：
[1] Fudan University,School of Management
[2] Tongji University,Department of Applied Mathematics
[3] Northern Jiaotong University,undefined
来源：
Computational Optimization and Applications | 2001年 / 18卷
关键词：
KKT equation; nonmonotone line search; QR decomposition; convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, a new algorithm for arbitrary initial point is proposed. The feature of the algorithm is that only KKT equations are solved in each iteration which greatly decreases the amount of computation. Under some proper assumptions, the algorithm is globally and superlinearly convergent.
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页码：221 / 232
页数：11
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