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A MIXED AND SUPERLINEARLY CONVERGENT ALGORITHM FOR CONSTRAINED OPTIMIZATION.

Authors :
YIFAN XU
Source :
Optimization Methods & Software; Oct2003, Vol. 18 Issue 5, p567-581, 15p
Publication Year :
2003

Abstract

In this paper, a mixed QP-free method for constrained optimization problem is proposed. This new method consists of two different sub-methods, sub-method I and sub-method II. These two sub-methods are all QP-free. A switch is designed to decide which sub-method should be adopted in each iteration. Under some mild assumptions, we prove that the method is globally and superlinearly convergent. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10556788
Volume :
18
Issue :
5
Database :
Complementary Index
Journal :
Optimization Methods & Software
Publication Type :
Academic Journal
Accession number :
28083004
Full Text :
https://doi.org/10.1080/10556780310001607965