提出一种新的序列线性方程组(SSLE)算法解非线性不等式约束优化问题.在算法的每步迭代,子问题只需解四个简化的有相同的系数矩阵的线性方程组.证明算法是可行的,并且不需假定聚点的孤立性、严格互补条件和积极约束函数的梯度的线性独立性得到算法的全局收敛性.在一定条件下,证明算法的超线性收敛率.
In this paper, a feasible sequential system of linear equations (SSLE) algorithm for the solution of inequality constrained minimization problems is considered. At each iteration of the proposed algorithm, the subproblem consists of four reduced systems of linear equations with a common coefficient matrix. The algorithm is implementable and globally convergent without assuming the isolatedness of the accumulation points, and the strict complementarity condition. Furthermore, the gradients of active constraints are not requested to be linearly independent.Under some mild conditions, a superlinear convergence rate is also attained.