| A Strong Subfeasible Directions Algorithm with Superlinear Convergence |
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| 作者姓名： | JIAN Jinbao |
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| 作者单位： | Dept. of Math. and Information Science，Guangxi University Nanning 530304，China |
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| 摘 要： | ＡＳｔｒｏｎｇＳｕｂｆｅａｓｉｂｌｅＤｉｒｅｃｔｉｏｎｓＡｌｇｏｒｉｔｈｍｗｉｔｈＳｕｐｅｒｌｉｎｅａｒＣｏｎｖｅｒｇｅｎｃｅＪＩＡＮＪｉｎｂａｏ（Ｄｅｐｔ．ｏｆＭａｔｈ．ａｎｄＩｎｆｏｒｍａｔｉｏｎＳｃｉｅｎｃｅ，ＧｕａｎｇｘｉＵｎｉｖｅｒｓｉｔｙ...
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A Strong Subfeasible Directions Algorithm with Superlinear Convergence |
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| JIAN Jinbao.A Strong Subfeasible Directions Algorithm with Superlinear Convergence[J].Journal of Systems Science and Systems Engineering,1996(3). |
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| Authors: | JIAN Jinbao |
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| Abstract: | This paper presents a strong subfeasible directions algorithm possessing superlinear convergence for inequality constrained optimization. The starting point of this algorithm may be arbitary and its feasibility is monotonically increasing. The search directions only depend on solving one quadratic proraming and its simple correction, its line search is simple straight search and does not depend on any penalty function. Under suit assumptions, the algorithm is proved to possess global and superlinear convergence. |
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| Keywords: | Inequality constrained optimization successive quadratic programming strong subfeasible directions algorithm globl and superlinear convergence |
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