NDLI: A Smoothing QP-free Infeasible Method without a Penalty Function and a Filter

Content Provider	IEEE Xplore Digital Library
Author	Liu, A. Dingguo Pu
Copyright Year	2013
Description	Author affiliation: Dept. of Math., Tongji Univ., Shanghai, China (Liu, A.; Dingguo Pu)
Abstract	In this paper, we propose a smoothing QP-free infeasible method without a penalty function and a filter for inequality constrained nonlinear optimization problems. This iterative method is based on smoothing equations which are the reformulation of the KKT first-order optimality conditions, by using the multipliers and the smoothing NCP function. Comparing with other QP-free method, in each iteration, the new algorithm only needs to solve two systems of smoothing linear equations with the same nonsingular coefficient matrix. It does not request the strict feasibility of the iterations including the initial point. We demand the reduction of either the objective function or part of the reformulation of KKT conditions per iteration without a penalty function and a filter. This method is implementable and globally convergent. Under mild conditions, we prove that the method has super linear convergence rate. Some numerical results show that the new method is effective.
Starting Page	614
Ending Page	618
File Size	224312
Page Count	5
File Format	PDF
e-ISBN	9781479947775
DOI	10.1109/BIFE.2013.127
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-11-14
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	filter Smoothing methods Educational institutions smoothing Noise measurement QP-free Optimization Equations penalty functions Convergence
Content Type	Text
Resource Type	Article

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