An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization |
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Authors: | Zhibin Zhu |
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Institution: | Department of Computational Science and Mathematics, Guilin University of Electronic Technology, Guilin 541004, PR China |
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Abstract: | A feasible interior point type algorithm is proposed for the inequality constrained optimization. Iterate points are prevented from leaving to interior of the feasible set. It is observed that the algorithm is merely necessary to solve three systems of linear equations with the same coefficient matrix. Under some suitable conditions, superlinear convergence rate is obtained. Some numerical results are also reported. |
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Keywords: | 90C30 65K10 |
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