کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641553 1341312 2009 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization
چکیده انگلیسی
In this paper, by means of a new efficient identification technique of active constraints and the method of strongly sub-feasible direction, we propose a new sequential system of linear equations (SSLE) algorithm for solving inequality constrained optimization problems, in which the initial point is arbitrary. At each iteration, we first yield the working set by a pivoting operation and a generalized projection; then, three or four reduced linear equations with a same coefficient are solved to obtain the search direction. After a finite number of iterations, the algorithm can produced a feasible iteration point, and it becomes the method of feasible directions. Moreover, after finitely many iterations, the working set becomes independent of the iterates and is essentially the same as the active set of the KKT point. Under some mild conditions, the proposed algorithm is proved to be globally, strongly and superlinearly convergent. Finally, some preliminary numerical experiments are reported to show that the algorithm is practicable and effective.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 225, Issue 1, 1 March 2009, Pages 172-186
نویسندگان
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