数学物理学报 ›› 2004, Vol. 24 ›› Issue (3): 275-284.

• 论文 • 上一篇    下一篇

无严格互补松驰条件的序列线性方程组新算法

 高自友, 任华玲, 贺国平   

  1. 北方交通大学 北京 100044 山东科技大学 泰安 271019
  • 出版日期:2004-06-22 发布日期:2004-06-22
  • 基金资助:

    国家杰出青年科学基金(70225005)和教育部高等学校优秀青年教师教学科研奖励计划(2001)项目

A New Sequential Systems of Linear Equations Algorithm Without Strict Complementary Slackness

 GAO Zi-You, Ren Hua-Ling, HE Guo-Ping   

  • Online:2004-06-22 Published:2004-06-22
  • Supported by:

    国家杰出青年科学基金(70225005)和教育部高等学校优秀青年教师教学科研奖励计划(2001)项目

摘要:

该文通过构造特殊形式的有效集来逼近KKT点处的有效集,给出了一个任意初始点下的序列线性方程组新算法,并证明了该算法在没有严格互补松驰条件的情况下具有全局收敛性和一步超线性收敛性。

关键词: 非线性规划, 序列线性方程组算法, 严格互补松弛;全局收敛性;超线性收敛性

Abstract:

In this paper, a new algorithm of sequential systems of l inear equations (SSLE) with arbitrary initial point is proposed by constructing  a special active constraints set. Only one or two systems of linear equations wi th the same coefficient matrix are solved per iteration. The algorithm is global ly convergent. It worths to point out that the algorithm still has one steps uperlinear convergence under some weaker assumptions, for instance, without the s trict complementary slackness condition.

Key words: Nonlinear problem, Sequential Systems of Linear Equation s Algorithm, Global convergence, Strict complementary slackness, Super linear convergence.

中图分类号: 

  • 90C33