Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems

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	Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems
	Gao, ZY ; Guo, TD ; He, GP ; Wu, F
	2002-05-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	20 期号:3 页码:301-312
摘要	In this paper, a new superlinearly convergent algorithm of sequential systems of linear equations (SSLE) for nonlinear optimization problems with inequality constraints is proposed. Since the new algorithm only needs to solve several systems of linear equations having a same coefficient matrix per iteration, the computation amount of the algorithm is much less than that of the existing SQP algorithms per iteration. Moreover, for the SQP type algorithms, there exist so-called inconsistent problems, i.e., quadratic programming subproblems of the SQP algorithms may not have a solution at some iterations, but this phenomenon will not occur with the SSLE algorithms because the related systems of linear equations always have solutions. Some numerical results are reported.
关键词	optimization inequality constraints algorithms sequential systems of linear equations coefficient matrices superlinear convergence
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000175802500007
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17730
专题	中国科学院数学与系统科学研究院
作者单位	1.No Jiaotong Univ, Sch Traff & Transportat, Beijing 100044, Peoples R China 2.Acad Sinica, Grad Sch, Inst Loo Kent Hua Appl Math & Informat Sci, Beijing 100039, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Gao, ZY,Guo, TD,He, GP,et al. Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2002,20(3):301-312.
APA	Gao, ZY,Guo, TD,He, GP,&Wu, F.(2002).Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,20(3),301-312.
MLA	Gao, ZY,et al."Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 20.3(2002):301-312.