Abstract
In this paper, a path following algorithm based on Kanzow smoothing function for convex nonlinear programming is proposed which transfers the inequality constrained problem into a smooth equivalent constrained problem by using a smoothing function with perturbation parameter~$ mu_k$. The algorithm is just requested to be strict convex for the objective function and convex for the constraint functions, and it only needs to solve a linear system of equations at each iteration. The global linear convergence is given. The numerical experiments show that the algorithm is efficient.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
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.