An improved interior-type feasible QP-free algorithm for inequality constrained optimization problems

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Primal-dual interior point QP-free algorithm for nonlinear constrained optimization

In this paper, a class of nonlinear constrained optimization problems with both inequality and equality constraints is discussed. Based on a simple and effective penalty parameter and the idea of primal-dual interior point methods, a QP-free algorithm for solving the discussed problems is presented. At each iteration, the algorithm needs to solve two or three reduced systems of linear equations...

متن کامل

A New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization

TO PRINT THE ENTIRE PAPER: Depending on the viewer you use, you may or may not be able to see more than this cover page. However, if you save the ps file or print it out you will obtain the entire paper: this cover page followed by 51 more pages. Erratum: In equation (5.3) (statement of Proposition 5.1) as well as in the last displayed equation in the proof of Proposition 5.1 (expression for λ ...

متن کامل

A QP-free constrained Newton-type method for variational inequality problems

We consider a simply constrained optimization reformulation of the KarushKuhn-Tucker conditions arising from variational inequalities. Based on this reformulation, we present a new Newton-type method for the solution of variational inequalities. The main properties of this method are: (a) it is well-defined for an arbitrary variational inequality problem, (b) it is globally convergent at least ...

متن کامل

Improved infeasible-interior-point algorithm for linear complementarity problems

We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...

متن کامل

An Improved Backtracking Search Algorithm for Constrained Optimization Problems

Backtracking search algorithm is a novel population-based stochastic technique. This paper proposes an improved backtracking search algorithm for constrained optimization problems. The proposed algorithm is combined with differential evolution algorithm and the breeder genetic algorithm mutation operator. The differential evolution algorithm is used to accelerate convergence at later iteration ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Applied Mathematical Modelling

سال: 2012

ISSN: 0307-904X

DOI: 10.1016/j.apm.2011.07.043