An infeasible nonmonotone SSLE algorithm for nonlinear programming |
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Authors: | Chungen Shen Wenjuan Xue Dingguo Pu |
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Affiliation: | 1. Department of Mathematics, Tongji University, 200092, Shanghai, China 2. Department of Applied Mathematics, Shanghai Finance University, 201209, Shanghai, China 3. Department of Mathematics and Physics, Shanghai University of Electric Power, 200090, Shanghai, China
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Abstract: | In this paper, we propose a new nonmonotone algorithm using the sequential systems of linear equations, which is an infeasible QP-free method. We use neither a penalty function nor a filter. Therefore, it is unnecessary to choose a problematic penalty parameter. The new algorithm only needs to solve three systems of linear equations with the same nonsingular coefficient matrix. Under some suitable conditions, the global convergence is established. Some numerical results are also presented. |
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