Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems
文献类型：期刊论文
| 作者 | Gao, ZY; Guo, TD; He, GP; Wu, F |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2002-05-01 |
| 卷号 | 20期号:3页码:301-312 |
| 关键词 | optimization inequality constraints algorithms sequential systems of linear equations coefficient matrices superlinear convergence |
| ISSN号 | 0254-9409 |
| 英文摘要 | In this paper, a new superlinearly convergent algorithm of sequential systems of linear equations (SSLE) for nonlinear optimization problems with inequality constraints is proposed. Since the new algorithm only needs to solve several 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 SQP algorithms per iteration. Moreover, for the SQP type algorithms, there exist so-called inconsistent problems, i.e., quadratic programming subproblems of the SQP algorithms may not have a solution at some iterations, but this phenomenon will not occur with the SSLE algorithms because the related systems of linear equations always have solutions. Some numerical results are reported. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000175802500007 |
| 出版者 | VSP BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17729]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.No Jiaotong Univ, Sch Traff & Transportat, Beijing 100044, Peoples R China 2.Acad Sinica, Grad Sch, Inst Loo Kent Hua Appl Math & Informat Sci, Beijing 100039, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Gao, ZY,Guo, TD,He, GP,et al. Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2002,20(3):301-312. |
| APA | Gao, ZY,Guo, TD,He, GP,&Wu, F.(2002).Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,20(3),301-312. |
| MLA | Gao, ZY,et al."Sequential systems of linear equations algorithm for nonlinear optimization problems inequality constrained problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 20.3(2002):301-312. |
入库方式： OAI收割
来源：数学与系统科学研究院
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