| A SUPERLINEAR CONVERGENT FEASIBLE METHOD FOR NONLINEAR PROGRAMMING WITH NONLINEAR CONSTRAINTS |
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| 作者姓名： | GAO Ziyou HE Guoping |
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| 作者单位： | GAO Ziyou; HE Guoping(Institute of Applied Mathematics，Academia Sinica，Beijing 100080，China)LIU Rengkui(Northern Jiaotong University，Beijing 100044，China) |
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| 摘 要： | ＡＳＵＰＥＲＬＩＮＥＡＲＣＯＮＶＥＲＧＥＮＴＦＥＡＳＩＢＬＥＭＥＴＨＯＤＦＯＲＮＯＮＬＩＮＥＡＲＰＲＯＧＲＡＭＭＩＮＧＷＩＴＨＮＯＮＬＩＮＥＡＲＣＯＮＳＴＲＡＩＮＴＳ￥ＧＡＯＺｉｙｏｕ；ＨＥＧｕｏｐｉｎｇ（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈ...
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A SUPERLINEAR CONVERGENT FEASIBLE METHOD FOR NONLINEAR PROGRAMMING WITH NONLINEAR CONSTRAINTS |
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| GAO Ziyou, HE Guoping.A SUPERLINEAR CONVERGENT FEASIBLE METHOD FOR NONLINEAR PROGRAMMING WITH NONLINEAR CONSTRAINTS[J].Journal of Systems Science and Complexity,1995(3). |
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| Authors: | GAO Ziyou HE Guoping |
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| Abstract: | A new feasible algorithm is proposed for the minimization of a continuously differentiable function subject to inequality constraints. This algorithm only needs to solve one quadratic programming subproblem at each iteration and can produce feasible successive iterates which have global convergence and local superlinear convergence under some suitable assumptions. Some numerical results are reported. |
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| Keywords: | Constrained optimization successive quadratic programming feasibility superlinear convergence |
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