Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems

doi:10.1016/S0096-3003(02)00662-8

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	Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems
	Gao, ZY ; He, GP ; Wu, F
	2004-01-05
发表期刊	APPLIED MATHEMATICS AND COMPUTATION
ISSN	0096-3003
卷号	147 期号:1 页码:211-226
摘要	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.
关键词	constrained optimization algorithm sequential systems of linear equations coefficient matrices auxiliary problem
DOI	10.1016/S0096-3003(02)00662-8
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000185952900017
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/927
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.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
推荐引用方式 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.