Abstract

In this paper, a new superlinearly convergent algorithm is presented for optimization problems with general nonlinear equality and inequality constraints. Comparing with other methods for these problems, the algorithm has two main advantages. First, it doesn ’ t solve any quadratic programming (QP), and its search directions are determined by the generalized projection technique and the solutions of two systems of linear equations. Second, the sequential points generated by the algorithm satisfy all inequality constraints and its step-length is computed by the straight line search. The algorithm is proved to possess global and superlinear convergence.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.