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A Superlinearly Convergent Combined PhaseI-PhaseII Subfeasible Method

Jinbao Jian

1994系统科学与系统工程学报(英文版)Mathematics被引 1

摘要

This paper presents a new algorithm for optimization problems with nonlinear inequality constricts. At each iteration, the algorithm generates the search direction by solving only one quadratic programming (QP), and then making a simple correction for the solution of the QP, moreover this new algorithm needn't to do searching. The other advantage is that it may not only choose any point in En as a starting point, but also escape from the complex penalty function and diameter. moreover the iteration point will be a feasible descent sequence whenever some iteration point gets into the feasible region. So we call it subfeasible method.Under mild assumptions,the new algorithm is shown to possess global and two step superlinear convergence.

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