A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization

被引:0
|
作者
Luol, Zhijun [1 ]
Wang, Lirong [2 ]
机构
[1] Hunan Univ Humanities Sci & Technol, Dept Math & Econometr, Loudi 417000, Peoples R China
[2] Hunan Univ Humanities Sci & Technol, Dept Informat Sci & Engn, Loudi 417000, Peoples R China
关键词
D O I
10.1155/2014/461902
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A new parallel variable distribution algorithm based on interior point SSLE algorithmis proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.
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页数:6
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