An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point
文献类型：期刊论文
| 作者 | Gao, ZY; He, GP; Wu, F |
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
 |
| 出版日期 | 1997-06-01 |
| 卷号 | 40期号:6页码:561-571 |
| 关键词 | constrained optimization problem algorithm of sequential systems of linear equations sequential quadratic programming algorithm convergence |
| ISSN号 | 1006-9283 |
| 英文摘要 | For current sequential quadratic programming (SQP) type algorithms, there exist two problems: (i) in order to obtain a search direction, one must solve one or more quadratic programming subproblems per iteration, and the computation amount of this algorithm is very large. So they are not suitable for the large-scale problems; (ii) the SQP algorithms require that the related quadratic programming subproblems be solvable per iteration, hut it is difficult to be satisfied. By using e-active set procedure with a special penalty function as the merit function, a new algorithm of sequential systems of linear equations for general nonlinear optimization problems with arbitrary initial point is presented. This new algorithm only needs to solve three systems of linear equations having the same coefficient matrix per iteration, and has global convergence and local superlinear convergence: To some extent, the new algorithm can overcome the shortcomings of the SQP algorithms mentioned above. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:A1997XB98900001 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13265]  |
| 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.SHANDONG INST MIN & TECHNOL, TAI AN 271019, PEOPLES R CHINA 2.CHINESE ACAD SCI, INST APPL MATH, BEIJING 100080, PEOPLES R CHINA |
| 推荐引用方式 GB/T 7714 | Gao, ZY,He, GP,Wu, F. An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1997,40(6):561-571. |
| APA | Gao, ZY,He, GP,&Wu, F.(1997).An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,40(6),561-571. |
| MLA | Gao, ZY,et al."An algorithm of sequential systems of linear equations for nonlinear optimization problems with arbitrary initial point".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 40.6(1997):561-571. |
入库方式： OAI收割
来源：数学与系统科学研究院
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