A QP-FREE AND SUPERLINEARLY CONVERGENT ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATIONS

被引：0

作者：

徐以凡

王薇

机构：

来源：

Acta Mathematica Scientia | 2001年 / 01期

关键词：

Quasi-Newton method; strict complementary condition; global convergence; superlinear convergence;

D O I：

暂无

中图分类号：

O242.23 [牛顿-拉弗森（Newton-Raphson）法];

学科分类号：

070102 ;

摘要：

In this paper, a new mixed quasi-Newton method for inequality constrained optimization problems is proposed. The feature of the method is that only the systems of linear equations are solved in each iteration, other than the quadratic programming, which decrease the amount of computations and is also efficient for large scale problem. Under some mild assumptions without the strict complementary condition, the method is globally and superlinearly convergent.

引用

页码：121 / 130

页数：10

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