求解非线性不等式组有限步终止的QP-free算法  

Finitely Terminating QP-free Algorithm for Solving System of Nonlinear Inequalities

作　　者：马国栋[1] 简金宝[1] 韩道兰[2] 

机构地区：[1]玉林师范学院数学与信息科学学院,广西玉林537000 [2]广西民族大学理学院,广西南宁530006

出　　处：《广西民族大学学报（自然科学版）》2014年第2期44-47,共4页Journal of Guangxi Minzu University ：Natural Science Edition

基　　金：国家自然科学基金(11271086);广西自然科学基金(2013GXNSFBA019017)

摘　　要：提出了一个求解非线性不等式组问题的QP-free算法.在每一次迭代中,搜索方向只需求解一个线性方程组即可产生.在相对较弱的假设条件下,该算法具有全局收敛性和有限步终止性.数值试验表明了算法是有效的.In this paper, a new QP-free algorithm for solving system of nonlinear inequalities is pro- posed. At each iteration of the proposed algorithm, the search direction is obtained by only one system of linear equations. Under some necessary assumptions, the algorithm not only possesses global convergence, but also can produce a solution in a finite number of iterations. Finally, some preliminary numerical results are reported.

关 键 词：非线性不等式组 QP-free算法 全局收敛 有限步终止 

分 类 号：O221.2[理学—运筹学与控制论]