A modified QP-free feasible method |
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| Authors: | Hua Wang Dingguo Pu |
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| Institution: | 1. School of Mathematics and Information, Shanghai Lixin University of Commerce, Shanghai 201620, PR China;2. Department of Mathematics, Tongji University, Shanghai 200092, PR China |
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| Abstract: | In this paper, we presented a modified QP-free filter method based on a new piecewise linear NCP functions. In contrast with the existing QP-free methods, each iteration in this algorithm only needs to solve systems of linear equations which are derived from the equality part in the KKT first order optimality conditions. Its global convergence and local superlinear convergence are obtained under mild conditions. |
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| Keywords: | Constrained optimization QP-free algorithm NCP function Filter Global convergence Superlinear convergence |
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