Global Convergence of An Improved QP-Free Method Based on Linear Equations

摘要：

　　In this paper,we propose an improved QP-Free method for nonlinear inequality constrained optimization based on linear equations.This new algorithm only needs to solve two systems of linear equations.It has the following advantages:(1)the amount of computation is greatly reduced;(2)the good nature of the descent directions is fully used;(3)the obtained search direction is feasible.Under some suitable assumptions,the global convergence of the new algorithm is proved.

关键词： nonlinear constrained optimization feasible direction global convergence QP-Free

作者: Wei Liu Ke Su Xiaoli Lu

作者单位: College of Mathematics and Computer Science,Hebei University,Baoding,071002,P.R.China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 8979-8983

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）