Primal-dual interior point QP-free algorithm for nonlinear constrained optimization
作者: Jinbao JianHanjun ZengGuodong MaZhibin Zhu
作者单位: 1Yulin Normal University
2Guangxi University
3Guilin University of Electronic Technology
刊名: Journal of Inequalities and Applications, 2017, Vol.2017 (1)
来源数据库: Springer Journal
DOI: 10.1186/s13660-017-1500-2
关键词: Inequality and equality constraintsOptimizationPrimal-dual interior methodWorking setGlobal and superlinear convergence90C3049M3765K05
英文摘要: In this paper, a class of nonlinear constrained optimization problems with both inequality and equality constraints is discussed. Based on a simple and effective penalty parameter and the idea of primal-dual interior point methods, a QP-free algorithm for solving the discussed problems is presented. At each iteration, the algorithm needs to solve two or three reduced systems of linear equations with a common coefficient matrix, where a slightly new working set technique for judging the active set is used to construct the coefficient matrix, and the positive definiteness restriction on the Lagrangian Hessian estimate is relaxed. Under reasonable conditions, the proposed algorithm is globally and superlinearly convergent. During the numerical experiments, by modifying the technique in...
原始语种摘要: In this paper, a class of nonlinear constrained optimization problems with both inequality and equality constraints is discussed. Based on a simple and effective penalty parameter and the idea of primal-dual interior point methods, a QP-free algorithm for solving the discussed problems is presented. At each iteration, the algorithm needs to solve two or three reduced systems of linear equations with a common coefficient matrix, where a slightly new working set technique for judging the active set is used to construct the coefficient matrix, and the positive definiteness restriction on the Lagrangian Hessian estimate is relaxed. Under reasonable conditions, the proposed algorithm is globally and superlinearly convergent. During the numerical experiments, by modifying the technique in...
全文获取路径: Springer  (合作)
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来源刊物:
影响因子:0.822 (2012)

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关键词翻译
关键词翻译
  • algorithm 算法
  • equality 相等
  • estimate 估计
  • constrained 约束
  • point 
  • interior 内部的
  • proposed 建议的
  • optimization 最佳化
  • working 开采
  • nonlinear 非线性的