求解非线性不等式组有限步终止的QP-free算法 |
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引用本文: | 马国栋,;简金宝,;韩道兰. 求解非线性不等式组有限步终止的QP-free算法[J]. 广西民族大学学报, 2014, 0(2): 44-47 |
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作者姓名: | 马国栋, 简金宝, 韩道兰 |
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作者单位: | [1]玉林师范学院数学与信息科学学院,广西玉林537000; [2]广西民族大学理学院,广西南宁530006 |
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基金项目: | 国家自然科学基金(11271086);广西自然科学基金(2013GXNSFBA019017). |
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摘 要: | 提出了一个求解非线性不等式组问题的QP-free算法.在每一次迭代中,搜索方向只需求解一个线性方程组即可产生.在相对较弱的假设条件下,该算法具有全局收敛性和有限步终止性.数值试验表明了算法是有效的.
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关 键 词: | 非线性不等式组 QP-free算法 全局收敛 有限步终止 |
Finitely Terminating QP-free Algorithm for Solving System of Nonlinear Inequalities |
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Affiliation: | MA Guo-dong, JIAN Jin-bao, HAN Dao-lan (1. School of Mathematics and Information Science, Yulin Normal University, Yulin 537000,China 2. College of Science, Guangxi University for Nationalities, Nanning 530006,China) |
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Abstract: | In this paper, a new QP-free algorithm for solving system of nonlinear inequalities is pro- posed. At each iteration of the proposed algorithm, the search direction is obtained by only one system of linear equations. Under some necessary assumptions, the algorithm not only possesses global convergence, but also can produce a solution in a finite number of iterations. Finally, some preliminary numerical results are reported. |
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Keywords: | nonlinear inequalities QP-free algorithm global convergence finite termination |
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