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A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations

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Abstract

In the paper, a new mixed algorithm combined with schemes of nonmonotone line search, the systems of linear equations for higher order modification and sequential quadratic programming for constrained optimizations is presented. Under some weaker assumptions, without strict complementary condition, the algorithm is globally and superlinearly convergent.

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Authors and Affiliations

  1. Fudan Univ., 200433, Shanghai

    Xu Yifan & Wang Wei

  2. Shanghai Tiedao Univ., 200331, Shanghai

    Xu Yifan & Wang Wei

Authors
  1. Xu Yifan
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  2. Wang Wei
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Yifan, X., Wei, W. A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations. Appl. Math. Chin. Univ. 15, 211–219 (2000). https://doi.org/10.1007/s11766-000-0028-1

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  • DOI: https://doi.org/10.1007/s11766-000-0028-1

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