无罚函数和滤子的一个新的QP-free方法

doi:10.15960/j.cnki.issn.1007-6093.2015.03.007

Abstract

Abstract:

In this paper, we propose a new QP-free infeasible method based on the solution of nonsmooth equations which are obtained by the multipliers and the piecewise linear relationship NCP function for the KKT first-order optimality conditions. We do not use a penalty function and a filter on line search. Locally, each iteration of this method can be viewed as a perturbation of the mixed Newton-quasi Newton iteration on both primal and dual variables for the solution of KKT optimality conditions. This method is implementable and globally convergent. Without the second order correction we prove that the method has superlinear convergence rate under some mild conditions.

Key words: filter, QP-free , method, constraint, convergence, NCP function

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PU Dingguo, SHANG Youlin, WANG Guanlin. A new QP-free method without a penalty function and a filter[J]. Operations Research Transactions, 2015, 19(3): 48-56.

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https://www.ort.shu.edu.cn/EN/Y2015/V19/I3/48

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A new QP-free method without a penalty function and a filter

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