KMS Of Academy of mathematics and systems sciences, CAS
Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems | |
Gao, ZY; He, GP; Wu, F | |
2004-01-05 | |
Source Publication | APPLIED MATHEMATICS AND COMPUTATION |
ISSN | 0096-3003 |
Volume | 147Issue:1Pages:211-226 |
Abstract | In Ref. [J. Comput. Math. 20 (3) (2002) 301], a new superlinearly convergent algorithm of sequential systems of linear equations for nonlinear optimization problems with inequality constraints was proposed. Since the new algorithm only needs to solve four 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 sequential quadratic programming algorithms per iteration. Under some mild assumptions, the new algorithm is globally convergent and its rate of convergence is one-step superlinearly. In this paper, it is shown that the new algorithm also can be used to deal with nonlinear optimization problems having nonlinearly equality and inequality constraints, by solving an auxiliary problem. Some numerical results are reported. (C) 2002 Elsevier Inc. All rights reserved. |
Keyword | constrained optimization algorithm sequential systems of linear equations coefficient matrices auxiliary problem |
DOI | 10.1016/S0096-3003(02)00662-8 |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000185952900017 |
Publisher | ELSEVIER SCIENCE INC |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/927 |
Collection | 中国科学院数学与系统科学研究院 |
Corresponding Author | Gao, ZY |
Affiliation | 1.No Jiaotong Univ, Transportat Sch, Beijing 100044, Peoples R China 2.Shanghai Univ Sci & Technol, Sch Informat, Tai An 271019, Peoples R China 3.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
Recommended Citation GB/T 7714 | Gao, ZY,He, GP,Wu, F. Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems[J]. APPLIED MATHEMATICS AND COMPUTATION,2004,147(1):211-226. |
APA | Gao, ZY,He, GP,&Wu, F.(2004).Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems.APPLIED MATHEMATICS AND COMPUTATION,147(1),211-226. |
MLA | Gao, ZY,et al."Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems".APPLIED MATHEMATICS AND COMPUTATION 147.1(2004):211-226. |
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