An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point

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	An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point
	Gao, ZY ; He, GP ; Wu, F
	1997-06-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN	1006-9283
卷号	40 期号:6 页码:561-571
摘要	For current sequential quadratic programming (SQP) type algorithms, there exist two problems: (i) in order to obtain a search direction, one must solve one or more quadratic programming subproblems per iteration, and the computation amount of this algorithm is very large. So they are not suitable for the large-scale problems; (ii) the SQP algorithms require that the related quadratic programming subproblems be solvable per iteration, hut it is difficult to be satisfied. By using e-active set procedure with a special penalty function as the merit function, a new algorithm of sequential systems of linear equations for general nonlinear optimization problems with arbitrary initial point is presented. This new algorithm only needs to solve three systems of linear equations having the same coefficient matrix per iteration, and has global convergence and local superlinear convergence: To some extent, the new algorithm can overcome the shortcomings of the SQP algorithms mentioned above.
关键词	constrained optimization problem algorithm of sequential systems of linear equations sequential quadratic programming algorithm convergence
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:A1997XB98900001
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13266
专题	中国科学院数学与系统科学研究院
通讯作者	Gao, ZY
作者单位	1.SHANDONG INST MIN & TECHNOL, TAI AN 271019, PEOPLES R CHINA 2.CHINESE ACAD SCI, INST APPL MATH, BEIJING 100080, PEOPLES R CHINA
推荐引用方式 GB/T 7714	Gao, ZY,He, GP,Wu, F. An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1997,40(6):561-571.
APA	Gao, ZY,He, GP,&Wu, F.(1997).An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,40(6),561-571.
MLA	Gao, ZY,et al."An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 40.6(1997):561-571.