A superlinearly convergent numerical algorithm for nonlinear programming

作者：Zhu, Zhibin^*; Wang, Shuo

来源：Nonlinear Analysis: Real World Applications , 2012, 13(5): 2391-2402.

DOI：10.1016/j.nonrwa.2012.02.005

• Inequality constrained optimization
• SQP algorithm
• QP-free algorithm
• Global convergence
• Super linear convergence rate

In this paper, a new algorithm is proposed to solve the nonlinear constrained optimization problems. Unlike sequential quadratic programming (SQP) type methods, this algorithm does not involve solutions of quadratic programs. It is merely necessary to solve systems of linear equations with small scale to obtain a direction. The scheme is based on an idea of E-effective active set strategies. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions.

• 出版日期2012-10
• 单位桂林电子科技大学