A kind of QP-free feasible method |
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| Authors: | Haiyan Zhang Guojun Li Hongluan Zhao |
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| Institution: | 1. School of Mathematics, Shandong University, Jinan 250100, PR China;2. Department of Mathematics and Physics, Shandong Jiaotong University, Jinan 253023, PR China;3. School of Computer Science and Technology, Shandong Jianzhu University, Jinan 250101, PR China |
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| Abstract: | This paper is concerned with a kind of QP-free feasible algorithm which solves an inequality constrained nonlinear optimization problem. Under some weaker conditions than those in H. Qi, L. Qi, A New QP-free, globally convergent, locally superlinear convergent algorithm for inequality constrained optimization, SIAM J. Optim. 11 (2000) 113–132], we prove that the algorithm is implementable and globally convergent. Moreover, some numerical test results are given to indicate that the algorithm is quite promising. |
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| Keywords: | Constrained optimization QP-free Linear independence Smoothing function Convergence |
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