An interior point type QP-free algorithm with superlinear convergence for inequality constrained optimization

作者：Zhu; Zhibin

来源：Applied Mathematical Modelling, 2007, 31(6): 1201-1212.

DOI：10.1016/j.apm.2006.04.019

• inequality constrained optimization
• system of linear equations
• interior point
• global convergence
• superlinear convergence

A feasible interior point type algorithm is proposed for the inequality constrained optimization. Iterate points are prevented from leaving to interior of the feasible set. It is observed that the algorithm is merely necessary to solve three systems of linear equations with the same coefficient matrix. Under some suitable conditions, superlinear convergence rate is obtained. Some numerical results are also reported.

• 出版日期2007-6
• 单位桂林电子科技大学