A family of global convergent inexact secant methods for nonconvex constrained optimization

被引:0
|
作者
Wang, Zhujun [1 ]
Cai, Li [2 ]
Peng, Zheng [3 ]
机构
[1] Hunan Inst Engn, Coll Sci, Xiangtan 411100, Peoples R China
[2] Shanghai Res Inst Microwave Equipment, Shanghai, Peoples R China
[3] Fuzhou Univ, Coll Math & Comp Sci, Fuzhou, Fujian, Peoples R China
基金
中国国家自然科学基金;
关键词
Constrained optimization; secant methods; nonconvex optimization; inexact method; global convergence;
D O I
10.1177/1748301818762497
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We present a family of new inexact secant methods in association with Armijo line search technique for solving nonconvex constrained optimization. Different from the existing inexact secant methods, the algorithms proposed in this paper need not compute exact directions. By adopting the nonsmooth exact penalty function as the merit function, the global convergence of the proposed algorithms is established under some reasonable conditions. Some numerical results indicate that the proposed algorithms are both feasible and effective.
引用
收藏
页码:165 / 176
页数:12
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