کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
472041 698684 2009 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
چکیده انگلیسی

In this paper, by means of “working set” technique for determining the active set and the idea of primal–dual interior-point method, a new feasible QP-free algorithm for solving inequality constrained optimization problems is presented. At each iteration, the algorithm solves only three reduced systems of linear equations with common coefficient matrix. Moreover, the initial iteration point can be at constraint boundary and the coefficient matrix is uniformly nonsingular without the strict complementarity. We also prove that the proposed algorithm obtains global and superlinear convergence. At last, preliminary numerical results are reported.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Mathematics with Applications - Volume 58, Issue 8, October 2009, Pages 1520–1533
نویسندگان
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