A Superlinearly Convergent Combined PhaseⅠ-PhaseⅡ Subfeasible Method

作     者：JIAN Jinbao(Mathematics and Information Science Department of Guangxi University,Nanning 530004, Guangxi) 

出 版 物：《Systems Science and Systems Engineering》 (系统科学与系统工程学报（英文版）)

年 卷 期：1994年第4卷第2期

页      面：104-111页

核心收录：

学科分类：0711[理学-系统科学] 12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 08[工学] 0811[工学-控制科学与工程] 081103[工学-系统工程] 

主　　题：constrained optimization quadratic programming phase Ⅰ-hase Ⅱ global and superlinear convergence arbitrary starting point subfeasible method. 

摘      要：This paper presents a new algorithm for optimization problems with nonlinear inequality constricts. At each iteration, the algorithm generates the search direction by solving only one quadratic programming (QP), and then making a simple correction for the solution of the QP, moreover this new algorithm needn’t to do searching. The other advantage is that it may not only choose any point in En as a starting point, but also escape from the complex penalty function and diameter. moreover the iteration point will be a feasible descent sequence whenever some iteration point gets into the feasible region. So we call it subfeasible *** mild assumptions,the new algorithm is shown to possess global and two step superlinear convergence.