Primal and Dual Variables for New QP-Free Method without a Penalty Function and a Filter
In this paper, we propose a QP-free infeasible method without a penalty function and a illter for constrained nonlinear optimization problems.This iterative method is based on the solution of nonsmooth equations which are obtained by the multipliers and the Fischer-Burmeister NCP function for the KKT first-order optimality conditions.Locally, each iteration of this method can be viewed as a perturbation of a mixed Newton-quasi Newton iteration on both the primal and dual variables for the solution of the KKT optimality conditions.We do not use the a penalty function and a filter on line searches.This method is implementable and globally convergent.Without the second order correction we prove that the method has superlinear convergence rate under some mild conditions.
filter QP-free method constraint convergence NCP function
Dingguo Pu Youlin Shang
Department of Mathematics,Tongji University,Shanghai 200092;Department of Mathematics,Henan Universi Department of Mathematics,Henan University of Science and Technology,Henan Luoyang
国内会议
第十届中国不确定系统年会、第十四届中国青年信息与管理学者大会
银川
英文
112-120
2012-07-27（万方平台首次上网日期，不代表论文的发表时间）