A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization

被引：0
作者：
Chao Gu
Detong Zhu
机构：
[1] Shanghai Lixin University of Commerce,School of Mathematics and Information
[2] Shanghai Normal University,Department of Mathematics
来源：
Chinese Annals of Mathematics, Series B | 2014年 / 35卷
关键词：
Modified subproblem; Dwindling filter; Feasibility restoration phase; Convergence; Constrained optimization; 49M37; 65K05; 90C30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The authors propose a dwindling filter algorithm with Zhou’s modified subproblem for nonlinear inequality constrained optimization. The feasibility restoration phase, which is always used in the traditional filter method, is not needed. Under mild conditions, global convergence and local superlinear convergence rates are obtained. Numerical results demonstrate that the new algorithm is effective.
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页码：209 / 224
页数：15
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