An improved interior-type feasible QP-free algorithm for inequality constrained optimization problems |
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Authors: | Qing-Jie Hu Zi-Sheng OuyangYu Chen |
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Affiliation: | a School of Information, Hunan University of Commerce, 410205 Changsha, PR China b School of Finance, Hunan University of Commerce, 410205 Changsha, PR China |
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Abstract: | In this paper, an improved interior-type feasible QP-free algorithm for inequality constrained optimization problems is proposed. At each iteration, by solving three systems of linear equations with the same coefficient matrix, a search direction is generated. The algorithm is proved to be globally and superlinearly convergent under some mild conditions. Preliminary numerical results show that the proposed algorithm may be promising. Advantages of the algorithm include: the uniformly nonsingularity of the coefficient matrices without the strictly complementarity condition is obtained. Moreover, the global convergence is achieved even if the number of the stationary points is infinite. |
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Keywords: | Inequality constrained optimization Interior-type QP-free algorithm Global convergence Superlinear convergence |
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