A filter algorithm for nonlinear systems of equalities and inequalities

被引：8

作者：

Gu, Chao ^{[1
]}

Zhu, Detong ^{[2
]}

机构：

[1] Shanghai LiXin Univ Commerce, Sch Math & Info, Shanghai 201620, Peoples R China

[2] Shanghai Normal Univ, Coll Business, Shanghai 200234, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2012年 / 218卷 / 20期

关键词：

Filter method; Nonlinear systems; Complementarity; Variational inequality; Convergence; SMOOTHING-TYPE ALGORITHM; LINE SEARCH; CONVERGENCE;

D O I：

10.1016/j.amc.2012.04.007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose a filter algorithm for nonlinear systems of equalities and inequalities. In the algorithm, the systems of nonlinear equalities and inequalities are transformed into a nonlinear programming problem. The new algorithm uses the non-monotone technique in conjunction with filter idea and a global line search strategy that ensures convergence from any starting point. Under mild conditions, global convergence and local superlinear convergence rate are obtained. Numerical results demonstrate that the new algorithm is effective. (C) 2012 Elsevier Inc. All rights reserved.

引用

页码：10289 / 10298

页数：10

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