A kind of QP-free feasible method

Authors:
Haiyan Zhang;Guojun Li;Hongluan Zhao
Affiliations:
School of Mathematics, Shandong University, Jinan 250100, PR China and Department of Mathematics and Physics, Shandong Jiaotong University, Jinan 253023, PR China;School of Mathematics, Shandong University, Jinan 250100, PR China;School of Computer Science and Technology, Shandong Jianzhu University, Jinan 250101, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

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Abstract

This paper is concerned with a kind of QP-free feasible algorithm which solves an inequality constrained nonlinear optimization problem. Under some weaker conditions than those in [H. Qi, L. Qi, A New QP-free, globally convergent, locally superlinear convergent algorithm for inequality constrained optimization, SIAM J. Optim. 11 (2000) 113-132], we prove that the algorithm is implementable and globally convergent. Moreover, some numerical test results are given to indicate that the algorithm is quite promising.