An SSLE Algorithm for Inequality Constrained Optimization Without Strict Complementarity

摘要：

In this paper, an SSLE algorithm for solving inequality constrained optimization problems is proposed. At each iteration, the new algorithm only needs to solve one or two linear systems. Under standard assumptions, the algorithm is globally convergent. In particular, the convergence rate is proved to be superlinear without the strict complementarity assumption.

作者: Yunhong Hu Yongli Wang Guoping He

作者单位: School of Information Science and Engineering, Shandong University of Science and Technology, 266510 School of Information Science and Engineering, Shandong University of Science and Technology, 266510

会议类型: 国际会议

会议名称: Third International Symposium on Intelligence Computation and Applications(ISICA 2008)(第三届智能自动化、计算与制造国际研讨会)

会议地点: 武汉

会议语种:英文

页码: 316-320

在线出版日期: 2008-12-19（万方平台首次上网日期，不代表论文的发表时间）