A QP-FREE AND SUPERLINEARLY CONVERGENT ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATIONS  

作　　者：徐以凡 王薇 

出　　处：《Acta Mathematica Scientia》2001年第1期121-130,共10页数学物理学报（B辑英文版）

摘　　要：In this paper, a new mixed quasi-Newton method for inequality constrained optimization problems is proposed. The feature of the method is that only the systems of linear equations are solved in each iteration, other than the quadratic programming, which decrease the amount of computations and is also efficient for large scale problem. Under some mild assumptions without the strict complementary condition., the method is globally and superlinearly convergent.In this paper, a new mixed quasi-Newton method for inequality constrained optimization problems is proposed. The feature of the method is that only the systems of linear equations are solved in each iteration, other than the quadratic programming, which decrease the amount of computations and is also efficient for large scale problem. Under some mild assumptions without the strict complementary condition., the method is globally and superlinearly convergent.

关 键 词：quasi-Newton method strict complementary condition global convergence superlinear convergence 

分 类 号：O242.23[理学—计算数学]