Globally and superlinearly convergent QP-free algorithm for nonlinear constrained optimization
Journal of Optimization Theory and Applications
A Simple Primal-Dual Feasible Interior-Point Method for Nonlinear Programming with Monotone Descent
Computational Optimization and Applications
The revised DFP algorithm without exact line search
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Newton-KKT interior-point methods for indefinite quadratic programming
Computational Optimization and Applications
Computers & Mathematics with Applications
A kind of QP-free feasible method
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Computers & Mathematics with Applications
Journal of Computational and Applied Mathematics
The use of QP-free algorithm in the limit analysis of slope stability
Journal of Computational and Applied Mathematics
Computational Optimization and Applications
An improved infeasible SSLE method for constrained optimization without strict complementarity
Computers and Operations Research
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In this paper, we propose a new QP-free method, which ensures the feasibility of all iterates, for inequality constrained optimization. The method is based on a nonsmooth equation reformulation of the KKT optimality condition, by using the Fischer--Burmeister nonlinear complementarity problem function. The study is strongly motivated by recent successful applications of this function to the complementarity problem and the variational inequality problem. The method we propose here enjoys some advantages over similar methods based on the equality part of the KKT optimality condition. For example, without assuming isolatedness of the accumulation point or boundedness of the Lagrangian multiplier approximation sequence, we show that every accumulation point of the iterative sequence generated by this method is a KKT point if the linear independence condition holds. And if the second-order sufficient condition and the strict complementarity condition hold, the method is superlinearly convergent. Some preliminary numerical results indicate that this new QP-free method is quite promising.