相关期刊:《Journal of Computational Mathematics》《Acta Mathematicae Applicatae Sinica》《Numerical Mathematics(Theory,Methods and Applications)》《Applied Mathematics(A Journal of Chinese Universities)》更多>>
Supported by National Natural Science Foundation of China(Grant Nos.11061011 and 11361018);Guangxi Fund for Distinguished Young Scholars(Grant No.2012GXNSFFA060003);the Guangxi Fund(Grant No.2013GXNSFDA019002);the first author would like to thank the Project of Guangxi Innovation Team"Optimization method and its engineering application"(Grant No.2014GXNSFFA118001);supported by Guangxi Experiment Center of Information Science and Guangxi Key Laboratory of Automatic Detecting Technology and Instruments
In this study, a new filter algorithm is presented for solving the nonlinear semidefinite programming. This algorithm is inspired by the classical sequential quadratic programming method. Unlike the traditional filter...
In this paper, a new trust region algorithm for minimax optimization problems is proposed, which solves only one quadratic subproblem based on a new approximation model at each iteration. The approach is different wit...
Supported by the National Natural Science Foundation of China(No.10671060);the Specialized Research Found for the Doctoral Program of Higher Education(No.20030532006)
An efficient SQP algorithm for solving nonlinear degenerate problems is proposed in the paper. At each iteration of the algorithm, a quadratic programming subproblem, which is always feasible by introducing a slack va...
Project supported by the National Natural Science Foundation of China (Grant Nos.10571137,10771162)
A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization pro...
This paper presents a trust region algorithm for nonlinear optimization with linear inequality constraints. The global convergence of the algorithm is proved. Local quadratic convergence is obtained for a strong local...
The subject is supported by Natural Science Foundation of China and Natural Science Foundation of Shandong Province.
In this paper, by using a new projection, we construct a variant of Zhang’s algorithm and prove its convergence. Specially, the variant of Zhang’s algorithm has quadratic termination and superlinear convergence rale...