DocumentCode
233409
Title
Global convergence of an improved QP-free method based on linear equations
Author
Wei Liu ; Ke Su ; Xiaoli Lu
Author_Institution
Coll. of Math. & Comput. Sci., Hebei Univ., Baoding, China
fYear
2014
fDate
28-30 July 2014
Firstpage
8979
Lastpage
8983
Abstract
In this paper, we propose an improved QP-Free method for nonlinear inequality constrained optimization based on linear equations. This new algorithm only needs to solve two systems of linear equations. It has the following advantages: (1) the amount of computation is greatly reduced; (2) the good nature of the descent directions is fully used; (3) the obtained search direction is feasible. Under some suitable assumptions, the global convergence of the new algorithm is proved.
Keywords
algebra; convergence; nonlinear programming; search problems; descent directions; global convergence; improved QP-free method; linear equations; nonlinear inequality constrained optimization; search direction; Convergence; Educational institutions; Equations; Mathematical model; Optimization; Vectors; QP-Free; feasible direction; global convergence; nonlinear constrained optimization;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2014 33rd Chinese
Conference_Location
Nanjing
Type
conf
DOI
10.1109/ChiCC.2014.6896512
Filename
6896512
Link To Document