位置:成果数据库 > 期刊 > 期刊详情页
SEQUENTIAL SYSTEMS OF LINEAR EQUATIONS ALGORITHM FOR NONLINEAR OPTIMIZATION PROBLEMS - INEQUALITY CONSTRAINED PROBLEMS
  • ISSN号:0254-9409
  • 期刊名称:《计算数学:英文版》
  • 时间:0
  • 分类:O241.6[理学—计算数学;理学—数学]
  • 作者机构:[1]No Jiaotong Univ, Sch Traff & Transportat, Beijing 100044, Peoples R China, [2]Acad Sinica, Grad Sch, Inst Loo Kent Hua Appl Math & Informat Sci, Beijing 100039, Peoples R China, [3]Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
  • 相关基金:This research was supported by the National Natural Science Foundation of China(19571001, 19971002, 79970014) ; Cross-century Excellent Personnel Award and Teaching and Research Award Program for Outstanding Young Teachers in High Education; Ministry o
中文摘要:

AbstractIn this paper, a new superlinearly convergent algorithm of sequential systems of linear equations (SSLE) for nonlinear optimization problems with inequality constraints is proposed. Since the new algorithm only needs to solve several systems of linear equations having a same coefficient matrix per iteration, the computation amount of the algorithm is much less than that of the existing SQP algorithms per iteration. Moreover, for the SQP type algorithms, there exist so-called inconsistent problems, i.e., quadratic programming subproblems of the SQP algorithms may not have a solution at some iterations, but this phenomenon will not occur with the SSLE algorithms because the related systems of linear equations always have solutions. Some numerical results are reported.

英文摘要:

Presents information on a study which proposed a superlinearly convergent algorithm of sequential systems of linear equations or nonlinear optimization problems with inequality constraints. Assumptions; Discussion on lemmas about several matrices related to the common coefficient matrix F; Strengthening of the regularity assumptions on the functions involved; Numerical experiments.

同期刊论文项目
同项目期刊论文
期刊信息
  • 《计算数学:英文版》
  • 主管单位:
  • 主办单位:中国科学院数学与系统科学研究院
  • 主编:
  • 地址:北京2719信箱
  • 邮编:100080
  • 邮箱:
  • 电话:
  • 国际标准刊号:ISSN:0254-9409
  • 国内统一刊号:ISSN:11-2126/O1
  • 邮发代号:
  • 获奖情况:
  • 中国期刊方阵“双效”期刊
  • 国内外数据库收录:
  • 美国数学评论(网络版),德国数学文摘,荷兰文摘与引文数据库,美国科学引文索引(扩展库),英国科学文摘数据库,日本日本科学技术振兴机构数据库
  • 被引量:193