An SSLE Algorithm for Inequality Constrained Optimization Without Strict Complementarity

被引：0

作者：

Hu, Yunhong ^{[1
]}

Wang, Yongli ^{[1
]}

He, Guoping ^{[1
]}

机构：

[1] Shandong Univ Sci & Technol, Sch Informat Sci & Engn, Qingdao 266510, Peoples R China

来源：

PROGRESS IN INTELLIGENCE COMPUTATION AND APPLICATIONS | 2008年

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper, an SSLE algorithm for solving inequality constrained optimization problems is proposed. At each iteration, the new algorithm only needs to solve one or two linear systems. Under standard assumptions, the algorithm is globally convergent. In particular, the convergence rate is proved to be superlinear without the strict complementarity assumption.

引用

页码：316 / 320

页数：5

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