Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems
文献类型：期刊论文
| 作者 | Gao, ZY; He, GP; Wu, F |
| 刊名 | APPLIED MATHEMATICS AND COMPUTATION
 |
| 出版日期 | 2004-01-05 |
| 卷号 | 147期号:1页码:211-226 |
| 关键词 | constrained optimization algorithm sequential systems of linear equations coefficient matrices auxiliary problem |
| ISSN号 | 0096-3003 |
| DOI | 10.1016/S0096-3003(02)00662-8 |
| 英文摘要 | In Ref. [J. Comput. Math. 20 (3) (2002) 301], a new superlinearly convergent algorithm of sequential systems of linear equations for nonlinear optimization problems with inequality constraints was proposed. Since the new algorithm only needs to solve four systems of linear equations having a same coefficient matrix per iteration, the computation amount of the algorithm is much less than that of the existing sequential quadratic programming algorithms per iteration. Under some mild assumptions, the new algorithm is globally convergent and its rate of convergence is one-step superlinearly. In this paper, it is shown that the new algorithm also can be used to deal with nonlinear optimization problems having nonlinearly equality and inequality constraints, by solving an auxiliary problem. Some numerical results are reported. (C) 2002 Elsevier Inc. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000185952900017 |
| 出版者 | ELSEVIER SCIENCE INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/926]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Gao, ZY |
| 作者单位 | 1.No Jiaotong Univ, Transportat Sch, Beijing 100044, Peoples R China 2.Shanghai Univ Sci & Technol, Sch Informat, Tai An 271019, Peoples R China 3.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Gao, ZY,He, GP,Wu, F. Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems[J]. APPLIED MATHEMATICS AND COMPUTATION,2004,147(1):211-226. |
| APA | Gao, ZY,He, GP,&Wu, F.(2004).Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems.APPLIED MATHEMATICS AND COMPUTATION,147(1),211-226. |
| MLA | Gao, ZY,et al."Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems".APPLIED MATHEMATICS AND COMPUTATION 147.1(2004):211-226. |
入库方式： OAI收割
来源：数学与系统科学研究院
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